A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a iong-term bond fund, and the third s a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.12 . Required: a-1. What are the investment proportions in the minimum-variance portfolio of the two risky funds? a-2. What are the expected value and standard deviation of the minimum-variance porffolio rate of refurn? Complete this question by entering your answers in the tabs below. Whot are the investment proportions in the minimum variance portfolo of the two risky funds? Note: Do not round intermedute calculations. Enter your answers as decimals rounded to 4 places