5 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 4.7%. The probability distributions of the risky funds are SIX Book Expected Return Standard Deviation Stock fund (5) 17% 37% Bond fund (8) The correlation between the fund returns is 0.1065 What u the expectedltumn and standard deviation for the minimum variance portfolio of the two ruky fundo? (Do not round intermediate calculations, Round your answers to 2 decimal places) rences Expected return Standard deviation