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:

Expected ReturnStandard DeviationStock fund (S)22%32%Bond fund (B)1219

The correlation between the fund returns is 0.11.

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.)