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 (B) --> Expected Return 19 % and 10z%. Standard Deviation 34% and 18%. The correlation between the fund returns is 0.11. What are the investment proportions in the minimum-variance portfolio of the two risky funds? What are the expected value and standard deviation of its rate of return?