ROUND ans to 4 decimal places please

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: The correlation between the fund returns is 0 to. Required: a-1. What are the investment proportions in the minimum vaniance portiolio of the two risky funds? a-2. What is the expected value and standard deviotion of the minimum variance portfolio rate of return? Complete this question by entering your answers in the tabs below. What are the investment proportions in the minimum variance portiolio of the two risky funds? Note: Do not round intermediate calculationis, Enter your answers as decimals rounded to 4 places. 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: The correlation between the fund returns is 010 . Required: o-1. What are the irvestment proportions in the minimum variance portfolio of the two risky funds? a-2. What is the expected value and standard deviation of the minimum-variance portfolio rate of refurn? Complete this question ty entering your answers in the tabs below. What is the expected value and standard deviation of the minimum variance portfolio rate of return? Note: Do not round intermediate calculations. Enter your answers as decimols rounded to 4 places