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:

Stock Fund (S): Expected Return 15%, Standard Deviation 35%

Stock Fund(B): Expected Return 6%, Standard Deviation: 29%

The correlation between the fund returns is 0.0517.

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 two decimal places.