Please answer questions A-E and show work. 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 5.5%. The characteristics of the risky funds is as follows: Expected Return Standard Deviation Stock fund (5) 14% 40% Bond fund (B) 7 20 The correlation between the Stock and Bond fund returns is 0.25. a. Solve numerically for the proportions of each asset in the optimal portfolio b. Compute the expected return and the standard deviation of the optimal risky portfolio. c. What is the reward-to-volatility ratio of the optimal CAL? d. Assuming you invest 30% in the T-bill money market fund and 70% in the optimal risky portfolio, Compute the Expected return and the standard deviation of your portfolio e. Compute 5% Value At Risk (VAR) for this portfolio