all i need is the expected return the expert got it wrong.

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 sate return of 8%. The charocteristics of the risky funds are as follows: The correlation between the fund returns is 0.09 o-1. What are the investment proportions in the minimum-variance portfolio of the two risky funds? (Do not round intermediote colculations. Enter your answers os decimals rounded to 4 places.) A-2. What are the expected volue and standard deviation of the minimumvariance portiolio rate of return? (Do nor round intermediate calculations. Enter your anwwers as decimals rounded to 4 ploces.) Q. Nuwer is comblete but not entirelv correct