3, 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: Expected ReturnStandard Deviation Stock fund (S) 22% 32% Bond fund (B) 12 19 The correlation between the fund returns is 0.11. What are the investment proportions in the minimum- variance portfolio of the two risky funds