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 5.0%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund 11% 40% (5) Bond fund (B) 6% 20% The correlation between the fund retums is 0.0500. What is the expected return and standard deviation for the minimum-varlance portfolio of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation %