What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return?

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 rate of 8%. The probability distribution of the risky funds is as follows: stock fund bond fund | MMMF (t-bills) Average return L 20.0% 12.0% 8.0% Std. Deviation of return 30.0% 15.0% Correlation of returns (stock & bond funds) 0.1 1. (2 points) What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return? minimum variance portfolio (stock fund + bond fund) weight of stock fund confirm the stock weight using the formula from the book (or calculus), rather than using excel solver (cells C11 & 011 will have the same weight of bond fund expected return Std. Deviation of return