Logo Maker 0 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 percent. The probability distribution of the risky funds is as follows: Standard Expected Return Deviation Stock Mutual 53% 79% Fund Bond Mutual 32% 39% Fund The correlation between the fund returns is.10. 1. What are the investment proportions of the Global minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return? 2pts 2. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio? 3pts