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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 4.5%. The probability distributions of the risky funds are: Expected Return Stuck fund (5) 130 Bond fund (0) (9% The correlation between the fund returns is 035 Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-verance portfolio of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places) Expected return Standard deviation Standard Deviation 40% 102 % %