please choose correct answers

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 5.0%. The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund (S) 20% 35% Bond fund (B) 10% 20% The correlation between the fund returns is 0.25. Please choose all correct answers related to the following quetions What is the minimum-variance portfolio proportion in stock fund? What is the mean of the minimum variance portfolio? What is the standard deviation of the minimum variance portfolio? What is the Sharpe ratio of the minimum variance portfolio? Stock fund (S) 20% 35% Bond fund (B) 10% 20% The correlation between the fund returns is 0.25. Please choose all correct answers related to the following questions. What is the minimum-variance portfolio proportion in stock fund? What is the mean of the minimum variance portfolio? What is the standard deviation of the minimum variance portfolio? What is the Sharpe ratio of the minimum variance portfolio? Please choose all correct answers. Please note that each incorrect answer will reduce the score by 10% 1. The mean of the minimum variance portfolio 14.35% 2. The Sharpe ratio of the minimum variance portfolio is 69.60% 03. The Sharpe ratio of the minimum variance portfolio is 39.69%. 04. The standard deviation of the minimum variance portfolio is 14.22% D5. The minimum-variance portfolio proportion in stock fund is 22.22% 6. The mean of the minimum variance portfolio 21.76% 7. The standard deviation of the minimum variance portfolio is 18.98% Ds. The minimum-variance portfolio proportion in stock fund is 17.65% 9. The Sharpe ratio of the minimum variance portfolio is 35.64% 10. The mean of the minimum variance portfolio 11.76 % 11. The standard deviation of the minimum variance portfolio is 12.22% 12. The minimum-variance portfolio proportion in stock fund is 23.33%