please answer in excel and clarify all the steps. 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 rate of 8%. The probability distribution of the risky funds is as follows:- The correlation between the fund returns is 0.10 Question 1 What are the investments proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return? Question 2 Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of zero to 100% in increments of 20%. Question 3 Draw a tangent from the risk-free rate to the opportunity set. What does your graph show for the expected return and standard deviation of the optimal portfolio? Question 4 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. Question 5 You require that your portfolio yield and expected return of 14%, and that it be efficient, on the best feasible CAL. a) What is the standard deviation of your portfolio? b) What is the proportion invested in the T-Bill fund and each of the two risky funds Question 6 If you were to use only the two risky funds, and still require an expected return of 14%, what would be the investment proportions of your portfolio? Compare its standard deviation to that of the optimized portfolio in Question 5. What do you conclude