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 9%. The characteristics of the risky funds are as follows:

Money market Return: 0.09

Stock fund: Expected return- 16% Standard deviation- 25%

Bond fund: Expected return- 13% Standard deviation- 15%

Correlation (rho): 0.0800

Based on the data above: What is the investment proportion in the minimum-variance portfolio for the Stock Fund?

a) .1374

b) .1456

c) 1546