A pension fund manager is considering three mutual funds. The first is a stock fund, The Second is a long-term bond fund The third is a money market fund that provides a safe return of 9% The characteristics of the risky funds are as follows: Use this data for problems $1.44 \begin{tabular}{|l|l|l|} \hline Money market Return & 0.09 & Stdev \\ \hline Stock Fund & Expected Return & 25.00% \\ \hline Bond Fund & 16.00% & 15.00% \\ \hline & 13.00% & \\ \hline Correlation (tho) & & 0.0800 \\ \hline \end{tabular} What is the investment proportion in the minimum-variance portiolio for the Stock Fund? 2468 (B) 1862 (C) 1286