Show me the steps to solve Problem $7-7$

A pension fund manager is considering three mutual funds. The

first is a stock fund, the second is a long$-$term bond fund, and the

third is a money market fund that provides a safe return of $8\%.$

The characteristics of the risky funds are as follows:

The correlation between the fund returns is $0\mathrm{.}09.$

Solve numerically for the proportions of each asset and for the

expected return and standard deviation of the optimal risky

portfolio. $($Do not round intermediate calculations. Enter your

answers as decimals rounded to $4$ places.$)$