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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 third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: Expected Return Stock fund (5) Bond fund (3) 175 Standard deviation 383 17 12 The correlation between the fund returns is 013 6-1. 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.) ht Portfolio invested in the stock Portfolio invested in the bond COS 0-2. 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.) Rate of Return Expected return Standard deviation

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