can you explain how they got 729.0 , 145.8 etc

Section Break (8-11) [The following information applles to the questions dispiayed below.] A pension fund manoger 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 sure rate of 5.5%. The probability distributions of the risky funds are: The cortelation between the fund returns is 0.15. Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-varience portfolio of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Explanation The paraneters of the opportinity set we: (xg)=151,E(FB)=31,05=36v,B=270,e=0.15,rf=3.51 The minimamianence portlola proportions are