As a pension fund manager at Heaman Capital Management, yo are considering thre mutual funda. The first is a stock fund, the second is a longterm government and corporale bond fund and the third is a T.bill money market fund that yields. a sure rate of 5.0%. The probabiliy distritoutions of the risky funds are The correlation between the fund returns is 0.1. What is the minimum-variance portfolio proportion in stock fund T(sample answer: 24.50%) What is the mean of the minumam variance portlolio ?)(sample answer. 15.40% : What is the slandard deviation of the minimum variance portiolio ? (sample answer 15405% ) What is the Shape ratio of the minimum variance portfolio ? (ample answer 0.55 )