2 Required Information Part 1 of 3 [The following Information applies to the questions displayed below.] 10 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 fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return 16% Standard Deviation 10% 38% 29% eBook Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.20. Print 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 % %