The following data apply to Problems 4 through 10: 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 8%. The probability distribution of the risky funds is as follows:

E(r)
Stock Fund (S)	20%	30%
Bond Fund (B)	12%	15%

= 0.10

how do you use the above data to get the following results:

From the standard deviations and the correlation coefficient we generate the covariance matrix [note that

	Bonds	Stocks
Bonds	225	45
Stocks	45	900