Question: Please show me the steps and formulas, or how to do it on excel. CI A pension fund manager is considering three mutual funds. The

Please show me the steps and formulas, or how to do it on excel.

CI 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 sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (5) 154 32% Bond fund (B) 234 The correlation between the fund returns is 15. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) 94 Expected return Standard deviation % %

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