Please use excel to show how you would solve this. cant figure out the formula to use through excel.

Stocks:

Bonds:

Standard deviation:

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 marketfund that ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15. equired: What would be the investment proportions of your portfolio if you were limited to only the stock and bond funds and the portfolio las to yleld an expected return of 12% ? b. Calculate the standard deviation of the portfolio which yields an expected return of 12%, (Do not round intermediate calculations. Round your answer to 2 decimal places.)