A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bona 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: Stock fund (S) Bond Fund (8) Expected Return 17% 14 Standard deviation 35% 18 The correlation between the tund returns is 009. -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.) Portfolio invested in the stock Portfolio invested in the bond 3-2. What are the expected value and standard deviation of its rate of return? (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places.) Rate of Return Expected return Standard deviation