The standard deviation between the expected return and the return of each fund is as follows:

A.Stock funds (investing in large stocks) : Expected return 20% and standard deviation 30% B. Bond-type funds (long-term government bonds and corporate bonds) : Expected return 12% and standard deviation 15%

In addition, the correlation coefficient between the return on equity funds and bond funds is 0.1

1. We want to construct a portfolio of minimum variance. What should be the ratio of investment in equity funds and bond funds, respectively? 2. What is the expected return and standard deviation of the minimum distributed portfolio?