please show calculations

A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a 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: (Total 20 points) Expected Return of Market Standard Deviation Stock funds (S) 15% 32% Bond funds (B) 9% 23% The correlation between the fund returns is 0.15. a. Use the formula below to compute the optimal portfolio weights. (10 points) [E(73)-r] - [E(rs) - TlogosPes [E(re) - rp]o} + [E(rs) - ro - [E() - ry+E(rs) 7logos Pos Ws = 1 -ws b. You manage $2000 for your client and your client wants an expected return of 10%. Using the optimal weights you got from part a, how much money do you invest in each of the three funds? (10 points) Hint: you need to compute the risky portfolio return using optimal weights from part a first