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: Expected Return Standard Deviation Stock fund (S) 20% 30% Bond fund (B) 12 15 The correlation between the fund returns is .10

I dont understand how can I get covariance matrix (225, 45, 45, 900)?

4. The parameters of the opportunity set are: E(is) = 20%, E(IB) = 12%, Os = 30%, B = 15%, p = 0.10 From the standard deviations and the correlation coefficient we generate the covariance matrix [note that Cov(Is, l'B) = posOb]: Bonds Stocks Bonds 225 45 Stocks 45 900