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. Thefirst is a stock fund, the second is a long-term bond fund, and thethird is a money market fund that provides a safe return of 8%.The characteristics of the risky funds are as follows:
The correlation between the fund returns is 0.11.a-1. What are the investment proportions inthe minimum-variance portfolio of the two riskyfunds? (Do not round intermediate calculations. Enteryour answers as decimals rounded to 4 places.)
a-2. What are the expected value and standarddeviation of the minimum-variance portfolio rate ofreturn? (Do not round intermediate calculations. Enteryour answers as decimals rounded to 4 places.)