These 4 question are linked, please show how to work. Thank you so much.

Question 6 5 pts 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 4.6%. The probability distribution of the two risky funds is as follows: Expected Return Standard Deviation Stock fund (5) 16% 36% Bond fund (B) 7% 30% The correlation between the two fund returns is 0.16. Compute the proportions of stock fund of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not rour number rounded to 4 decimal places.) 0.8962 Question 7 5 pts 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 4.6%. The probability distribution of the two risky funds is as follows: Stock fund (S) Bond fund (B) Expected Return 16% 7% Standard Deviation 36% 30% The correlation between the two fund returns is 0.16. Compute the proportions of bond fund of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not roun number rounded to 4 decimal places.) 0.1038 Question 8 5 pts 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 4.6%. The probability distribution of the two risky funds is as follows: Expected Return 16% 7% Standard Deviation 36% Stock fund (5) Bond fund (B) 30% The correlation between the two fund returns is 0.16. Calculate the expected return of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round interme rounded to 4 decimal places.) 0.1507 Question 9 5 pts 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 4.6%. The probability distribution of the two risky funds is as follows: Expected Return 16% Stock fund (5) Bond fund (B) Standard Deviation 36% 30% The correlation between the two fund returns is 0.16. Calculate the standard deviation of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round inter rounded to 4 decimal places.) 0.3291