A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a longterm government and corporate bond fund, and the third is a T$-$bill money market fund that yields a sure

rate of $5\%.$ The probability distributions of the risky funds are:

Expected Return Standard Deviation

Stock Fund $($S$)17\%24\%$

Bond Fund $($B$)10\%14\%$

The correlation between the fund returns is $-0\mathrm{.}2$

a$.$ Calculate the following variables