The following data apply to Problems 4 through 10: A pension fund manager is considering three mutua

The following data apply to Problems 4 through 10: 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-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows:E(r)?Stock Fund (S)20%30%Bond Fund (B)12%15%? = 0.10 how do you use the above data to get the following results:From the standard deviations and the correlation coefficient we generate the covariance matrix [note thatBondsStocksBonds 225 45Stocks 45 900