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 retum of B\%. The characteristics of the risky funds are as follows. The correlation between the fund returns is 012 a.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.) a.2. What are the expected value and standard deviation of the minimumvariance portfolio rate of return? (Do not round intermediate calculations, Enter your answers as decimals rounded to 4 places.)