4 Part 1 of 4 O points eBook Print References ! Required information [The following information applies to the questions displayed below.] 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: Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.10. Expected Return Standard Deviation 16% 32% 10% 23% 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 % %

Required information [The following information applies to the questions displayed below] A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporote bond fund, and the third is a T.bill money market fund that yelds a sure rate of 5.5%. The probability distributions of the risky funds are: Required: What is the expected return and standard deviation for the minimum-variance portolio of the two risky funds? (Da not round Intermediate calculations, Round your answers to 2 decimal places.)