PLEASE, I NEED THE PROCESS OF SOLVING THE EQUATION WRITTEN OUT SO I UNDERSTAND HOW TO ARRIVE AT THE ANSWER. THANK YOU!

Check my work A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long- term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 4%. The probability distribution of the risky funds is as follows: points Expected Return 23% Standard Deviation 29% 17 Stock fund (S) Bond fund (B) 14 eBook Print The correlation between the fund returns is 0.12. References You require that your portfolio yield an expected return of 12%, and that it be efficient, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Standard deviation 01 b. What is the proportion invested in the T-bill fund and each of the two risky funds? (Round your answers to 2 decimal places.) Proportion Invested T-bill fund Stocks Bonds