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A pension fund manager is considering three mutual funds. The first is a stock 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 thir 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 0.12. a-1. What are the investment proportions in the minimum-varlance 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 devlation of the minimum-variance portfolio rate of return? (Do not round Intermediat calculations. Enter your answers as decimals rounded to 4 places.)

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