Help Save & E Sub Check my world 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 Expected Return Standard deviation Stock fund (5) 26% 38 Bond fund () 21 The correlation between the fund returns is 012 a-1. What are the investment proportions in the minimum variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places) Portfolio invested in the stock Portfolio invested in the bond 59F Clear 7227 10/1 DELL E S D B N a-2. What are the expected value and standard deviation of the minimum variance portfolio rate of return? (Do not found intermediate calculations. Enter your answers as decimals rounded to 4 places.) Rate of Return Expected totum Standard deviation ful 9 59F Clear 722 10/10 DOLL colo 2 w E R T S D F G H K Z C V B N M CU Alt