A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a iong-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: The correlation between the fund returns is 0.10 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.) 0.2. What is the expected value and standard deviation of the minimum-variance portfolio rate of retum? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.)