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: the correlation between the fund returns is .15. 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.)