I have the answer to the question, but I need hep understanding how a portion of the problem works. Please explain step by step how the bonds and stocks were calculated from the covariance matrix formula. How was the 529, 110.4, 110.4 and 1024 calculated please.

Expected Return 15% 9% 32% 23% Stock fund (S) Bond fund (B) The correlation between the fund return is.15 What is the expected return and standard deviation for the minimum-variance olio of the two risky funds? Expected return Standard deviation 10.88% 19.94% Given, E(rS) = 15%, E(rB) = 9%, oS = 32%, oB = 2396, = 0.15 From the standard deviations and the correlation coefficient we generate the covariance matrix [note that Cov(rs, ra)po oa Stocks Bonds Bonds Stocks Stocks 529 110.4 110.4 1024