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-bil mony market fund that yields a sure rate of 5,5%. The probability aptributions of the rinky funds are Expected Return Standard Deviation Stock fund (S) 15% 32% Bond fund (8) 9% 23% The correlation between the fund retums is 0.15 What is the expected return and standard deviation for the minimum variance portfolio of the two risky funda