Please solve by hand (not excel)

Practice problem (2) 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: Stock fund (S) Bond fund (8) Expected Return 16% 10% Standard Deviation 34% 25% The correlation between the fund returns is 0.17. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio