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 4%. The characteristics of the risky funds are as follows:

	Expected Return	Standard Deviation
Stock fund (S)	25%	28%
Bond fund (B)	8	15

The correlation between the fund returns is -.30. What are the weights invested in the stock fund and bond fund, respectively, of the optimal risky portfolio?