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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 4.4%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 14% 5% Standard Deviation 34% 28% The correlation between the fund returns is 0.0214. 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 % Consider a Treasury bill with a rate of return of 5% and the following risky securities: A: E(n)=0.15 with stand deviation=0.245 B: E(n)=0.12 with stand deviation=0.15 C: E(n)=0.11 with stand deviation=0.316 D: E(n)=0.11 with stand deviation=0.25 The investor must develop a complete portfolio with the risk-free asset and one of the securities mentioned above. Which security will give her the complete portfolio to achieve the best CAL? Multiple Choice Security C Security A B ...: Security B Security D