How to calculate the last two blanks, the standard deviation of portfolio and sharp ratio?

1. Compute arithmetic average returns, standard deviations and correlation coefficient for stock and bond funds. You can use historical mean return and standard deviation for expected return and risks when solv Stock fund Bond Fund Mean(AVERAGE)= 11.10% 7.10% STD(STEDEV)= 0.168294705 0.095746275 Correlation _Coef(CORREL)= 0.026058042 Rf= 0.032 2. Suppose your portfolio must yield an expected return of 10% and you can only invest in T-bill and stock fund, what is the proportion invested in the stock fund? What is the sharp ratio of your portfolio? (15 W_rf= 0.139240506 W_stock= 0.860759494 Ret_p= 10% STD_p= Sharpe=