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Saved 04 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 safe return of 8%. The characteristics of the risky funds are as follows: Stock fund (5) Bond fund (B) Expected Return 16% 12 Standard Deviation 35% 15. The correlation between the fund returns is 0.13. 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 are the expected value and standard deviation of the minimum variance portfolio rate of return? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Rate of Return Expected return Standard deviation Fad ork #04 G Saved A 30-year maturity bond has a 78% coupon rate, paid annually. It sells today for $8826. A 20-year maturity bond has a 73% coupon rate, also paid annually. It sells today for $896.7. A bond market analyst forecasts that in five years, 25-year maturity bonds will sell at yields to maturity of 8.8% and 15-year maturity bonds will sell at yields of 8.3%. Because the yield curve is upward sloping, the analyst believes that coupons will be invested in short-term securities at a rate of 6.5%. a. Calculate the annualized) expected rate of return of the 30-year bond over the 5-year period. (Round your answer to 2 decimal places.) ed 30-year bond % ces b. What is the annualized) expected return of the 20-year bond? (Round your answer to 2 decimal places.) 20-year bond %