A pension fund manager is considering three mutual funds. The fitst is a stock fund, the second is o long-term bond fund. and the third is a money market fund that provides a safe refurn of 8%. The characteristics of the risky funds are as follows: The conelation between the fund returns is 010 . 0-1. What are the investment proportsons in the minimum-variance portfolio of the fwo risky funds? (Do not round intermedinte colculotions. Enter your antwers as decimals rounded to 4 places.) 0.2. What are the expected value and standard devation of the minimum variance portfolio rate of return? (Do not round intermediate colculations. Enter your answers os decimals rounded to 4 places.)