I need explanation for the following problem

A pension fund manager is 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 rate of 8%. The probability distribution of the risky funds is as follows

Expected Return Standard Deviation

Stock fund (S) 22% 38%

Bond fund (B) 12 16

The correlation between the fund returns is 0.10.

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 - ?

Thank you in advance!