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 8%. The characteristics of the risky funds are as follows: Risky Fund Expected Return Standard Deviation Stock Fund (S) 20% Bond Fund (B) 12% 30% 15% The correlation coefficient between the funds' returns is 0.10. What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what are the expected value and standard deviation of its rate of return? A w1=20.00%, w2=80.00%, R=13.60%, Sigma=13.42%. B w1-22.22%, w2=77.78%, R=13.78%, Sigma=12.85%. C w1=17.39%, w2=82.61%, R=13.39%, Sigma=13.92%. D w1=80.00%, w2=20.00%, R=18.40%, Sigma=24.19%.