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: Expected Return Standard Deviation Stock fund (S) 24% 30% Bond fund (B) 12 19 The correlation between the fund returns is 0.13. 0-1. 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.) Answer is complete but not entirely correct. Portfolio invested in the stock Portfolio invested in the bond 25.7818 X 74.2182 --2. What are the expected value and standard deviation of the minimum-variance portfolio rate of return? (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places.) Answer is complete but not entirely correct. Expected return Standard deviation Rate of Return 15.0938 16.9420 X