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 (5) 194 31% Bond fund ) 14 23 The correlation between the fund returns is 0.10 21. 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) Portfolio invested in the stock Portfolio invested in the bond 2-2. What are the expected value and standard deviation of the minimum-vanance portfolio rate of return? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places) Rate of Return Expected return Standard deviation