please round to 4 decimals

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 16% Stock Fund (5) Bond fund (6) 12 21 The correlation between the fund returns is 012 0-1. What are the investment proportions in the minimum variance portfolio of the two misky funds? (Do not round intermediate calculations, Enter your answers as decimals rounded to 4 places.) Answer is complete but not entirely correct. Portfolio invested in the stock Portfolio invested in the bond 20.3064 20.38643 0-2. What are the expected value and standard deviation of the minimum-variance portfolio rate of return? (Do not round intermediate calculations. Enter your answers os decimals rounded to 4 places.) Rate of Return Expected return Standard deviation