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 (S) 17 % 38 %
Bond fund (B) 13 18

The correlation between the fund returns is 0.12.

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.)