A pension fund manager is considering three mutual funds. The time is a stock fund, the second is a long-term government and corporate bord fund, and the third is a T-bil money market fund that yields a rate of 8% The probability distribution of the risky funds is as follows: Return Deviation Stock fund (5) Gond fund (0) The correlation between the fund returns is 0.11 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.) Portfolio invested in the stock Portfolio invested in the bond a-2. What is the expected value and standard deviation of its rate of return? (Do not round intermediate calculations. Enter your answers os decimals rounded to 4 places.) Rute of Return Expected retum Standard deviation