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:

The correlation between the fund returns is $0\mathrm{.}14.$

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.$)$

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.$)$