UTANA Exercise 3 (12 points) A pension fund manager is 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 that yields a rate of 8%. The probability distribution of the risky funds is as follows Expected ReturnStandard Deviation Stock fund (S) 19% 31% Bond fund (B) 23 14 The correlation between the fund returns is 0.10. a. What are the investment proportions in the e investment proportions in the minimum-variance portfolio of the two risky funds? b. What is the expected value and standard deviation of its rate of return