please solve all 3 portions with work

Check my work mode : This shows what is correct or incorrect for the work you have completed so far. It does not indicate co Section Break (8-11) The following information applies to the questions displayed below.) 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 (8) 155 Bond fund (B) 98 250 The correlation between the fund returns is 0.13. 346 Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Standard 21.34 % deviation