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 Return 22% 12 Standard Deviation 38% 16 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.10. 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.) Answer is complete but not entirely correct. 0.9508 X Portfolio invested in the stock Portfolio invested in the bond 0.5958 a-2. What is the expected value and standard deviation of its rate of return? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) * Answer is complete but not entirely correct. Rate of Return 0.1604 X Expected return Standard deviation 0.1887 X