A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a 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 Standard Deviation Stock Fund (S) Bond Fund (B) 20% 12% 30% 15% The correlation between the fund returns is 0.10. (a) What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return