please help

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 thire is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.09 a-1. What are the investment proportions in the minimum-variance portfollo of the two risky funds? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) a.2. What ate the expected value and standard deviotion of the miliimum.vatiance portfolio rate of toturn? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 ploces.)