Please assist with this questions

Consider the following table: Stock Fund Bond Fund Scenario Probability Rate of Return Rate of Return Severe recession 0 . 05 -38% -8% Mild recession 0 . 15 -10.08 5% Normal growth 0. 30 15% 68 Boom 0. 50 258 -48 a. Calculate the values of mean return and variance for the stock fund. (Do not round intermediate calculations. Round "Mean return" value to 1 decimal place and "Variance" to 4 decimal places.) x Answer is complete but not entirely correct. Mean return 13.6 % Variance 0.1500 X %- Squared b. Calculate the value of the covariance between the stock and bond funds. (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.) & Answer is complete but not entirely correct. Covariance (0.0020) SquaredA 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 5.9%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 208 498 Bond fund (B) 98 43% The correlation between the fund returns is 0.0721. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratioA 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 4.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 128 338 Bond fund (B) 5% 268 The correlation between the fund returns is 0.0308. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) X Answer is complete but not entirely correct. Expected return 29.53 X % Standard deviation 0.24 X %The standard deviation of the market-index portfolio is 50%. Stock A has a beta of 1.60 and a residual standard deviation of 25%. a. Calculate the total variance for an increase of 0.20 in its beta. (Do not round intermediate calculations. Round your answer to the nearest whole number.) Total variance b. Calculate the total variance for an increase of 23.22% in its residual standard deviation. (Do not round intermediate calculations. Round your answer to the nearest whole number.) Total variance