This is a 4 part question, first part is already done need the last 3

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-bull money market fund that yields a sure rate of 5.5%. The probability distibutions of the risky funds are: The correlation between the fund returns is 0.10 . Required: Solve numerically for the proportions of each asset and for the expected refurn and standard deviation of the optimai risky porffoho (Do not round intermediate colculations and round your final answers to 2 decimol places.) Required information The forlowng information applies to the questions displayed below] A persion fund manager is considering three mutual funds. The first is a stock fund, the second is a ionctierm government and corporate bond fund, and the third is a T-bia money market fund that yields a sure tate of 5.58 . The probability distributions of the risky funds are: Required: What is the expected returnand standard devetion for the murimum-vatriance portfolio of the two tisky funds? (Do not round. intermediore colculotions. Round your on wers to 2 decinsol places.) Required information The following information applies to the questions displivycd below] A pension fund manager is considering thiee mutual funds. The first is a stock fund, the second is a long-term government and comporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky fonds are: Required: What is the Sharpe ratio of the best feasible CAL (Do not round intermediote colculations. Round your answer to 4 docimol ploces.) The correlation between the fund returns is 0.10 . Required: What is the expected return and standard deviation for the minimum-variance portfollo of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Required informotion The following information applies to the questions displayed below] 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-bul money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are The correlation beween the fund returns is 0.10 Suppose now that your portfolio must yild an expected refurn of 13% and be efficient, that is, on the best feasible CAL Requited: . What is the standatd devation of your pontolio? (Do not round intermediate calculotions. Round your answer to 2 decimal ploces)