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 5.6%. The probability distributions of the risky funds are Expected Return standard deviation 466 175 Stock fund (5) Hond fund (8) 85 404 Book The correlation between the fund returns is 0.0600. Print What is the expected return and standard deviation for the minimum varianco portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) erences % Expected return Standard deviation