The universe of available securities includes two risky stock funds, A, B and T-bills. The data for the universe are as follows: Expected return Standard deviation A 0.16 0.22 B 0.62 0.36 0.04 T-bills 0 The correlation coefficient between funds A and B is 0.2 What is the investment proportion in the minimum variance portfolio of risky fund A? What is the investment proportion in the minimum variance portfolio of risky fund B? What is the expected return of the minimum variance portfolio? What is the standard deviation of the minimum variance portfolio