A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund

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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 money market fund that provides a safe return of 8%. The
characteristics of the risky funds are as follows: Expected Return
Standard Deviation Stock fund (S) 22 % 32 % Bond fund (B) 12 19 The
correlation between the fund returns is 0.11. a-1. What are the
investment proportions in the minimum-variance portfolio of the two
risky funds? (Do not round intermediate calculations. Enter your
answers as decimals rounded to 4 places.) a-2. What are the
expected value and standard deviation of the minimum-variance
portfolio rate of return? (Do not round intermediate calculations.
Enter your answers as decimals rounded to 4 places.)