A pension tuna manager is considering three mutual Tunas. i ne tirst is a STOCK Tuna, the secona is a long-term government ana corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Stock fund (S) Bond fund (B) Expected Return 19% 10 Standard Deviation 34% 18 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 as decimals rounded to 4 places.) Rate of Return Expected return Standard deviation