Can you please help me with this question? Thank you!

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 sure rate of 5.5%. The probability distributions of the risky funds are Stock fund (S) Bond fund (B) Expected Return 15% 9% Standard Deviation 32% 23% The correlation between the fund returns is 0.15. a-1. Calculate the expected return. Expected return % a-2. What would be the investment proportions of your portfolio? Investment Proportions % Stocks Bonds % b. Calculate the standard deviation of the portfolio which yields an expected return of 12% (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation %