Help Save & Exit S Check my w Problem 7-4 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: Stock fund (S) Bond fund (8) Expected Return 16% 12 Standard Deviation 35% 15 The correlation between the fund returns is 0.13. 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.) 0.2500 Portfolio invested in the stock Portfolio invested in the bond Portfolio invested in the stock 0.2500 Portfolio invested in the bond a-2. What are the expected value and standard deviation of its rate of retur answers as decimals rounded to 4 places.) Rate of Return 0.2500 Expected return Standard deviation