Please look at specific numbers in problem, they differ from similar problems

As a pension fund manager at Heitman Capital Management, you are 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 5.0%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 20% 35% Bond fund (B) 10% 20% The correlation between the fund returns is 0.1. What is the minimum-variance portfolio proportion in stock fund ?(sample answer: 24.50%) What is the mean of the minimum variance portfolio What is the standard deviation of the minimum variance portfolio ? (sample answer: 15.40%) What is the Sharpe ratio of the minimum variance portfolio ? (sample answer: 15.40% ? (sample answer: 0.55)