As a pension fund manager at Heitman Capital Management, you are considering three mutual funds. The first is a stock

fund, the second is a long$-$term government and corporate bond fund, and the third is a T$-$bill money market fund that

yields a sure rate of $5\mathrm{.}0\%.$ The probability distributions of the risky funds are:

The correlation between the fund returns is $0\mathrm{.}1.$

What is the minimum$-$variance portfolio proportion in stock fund Blank $1?($sample answer: $24\mathrm{.}50\%)$

What is the mean of the minimum variance portfolio Blank $2?($sample answer: $15\mathrm{.}40\%$

What is the standard deviation of the minimum variance portfolio Blank $3?($sample answer: $15,40\%)$

What is the sharpe ratio of the minimum variance portfolio Blank $4?($sample answer: $0\mathrm{.}55$