What is the optimal risky portfolio (tangent portfolio)? What is its expected return and standard deviation?

A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows The correlation between the fund returns is 0.10. Note that the formulas for portfolio return and variance when there are three assets are E[rP]=rAwA+rBwB+rCwC and p2=wA2A2+ wB2B2+wC2C2+2wAwBcov(A,B)+2wAwCcov(A,C)+2wCwBcov(C,B). If there is only two assets, we let wc=0 and the formulas are and E[rP]=rAwA+rBwB,P2=wA2A2+wB2B2+wC2C2+2wAwBcov(A,B)