! 1 Required information [The following information applies to the questions displayed below.] Part 1 of 4 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 fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: 10 points Stock fund (S) Bond fund (B) Expected Return 16% 10% Standard Deviation 32% 23% The correlation between the fund returns is 0.20. eBook References Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation 13.00 % 27.50%