Please solve and show your work for problems c-e. Thank you!

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 5.5%. The characteristics of the risky funds is as follows: Stock fund (5) Bond fund (8) Expected Return 16% 7 Standard Deviation 45% 39 The correlation between the Stock and Bond fund returns is 0.15. c. What is the reward-to-volatility ratio of the optimal CAL? d. Assuming you invest 30% in the T-bill money market fund and 70% in the optimal risky portfolio Compute the Expected return and the standard deviation of your portfolio. e. Compute 5% Value At Risk (VAR) for this portfolio