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: Txpected Return Standard deviation Stock Fund (9) 154 Tond fund (0) 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.) 320 238 94 Answer is complete but not entirely correct. Expected return Standard deviation 14.11% 15.01%