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: The correlotion between the fund returns is 012 a-1. What are the investment proportions in the minimum variance portiolio of the two risky funds? (Do not round intermediate colculations. Enter your answers as decimals rounded to 4 places.) 0.2. Whot ore the expected volue and standard deviotion of the minimum-variarice portolio rate of return? (Do not round intermediate colculations. Enter your answers as decimels rounded to 4 pleces.)