4 Part 2 of 2 1.5 points ! Required information Section Break (8-12) [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: Expected Return Standard Deviation Stock fund (S) 15% 9% 32% 23% Bond fund (B) The correlation between the fund returns is 0.15. Problem 6-8 (Static) 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.) Answer is complete but not entirely correct. Expected return 9.27 % Standard 22.95 % deviation