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 5.4%. The probability distributions of the two risky funds are: Expected Return Standard Deviation Stock fund (S) 15% 44% Bond fund (B) 8% 38% The correlation between the two fund returns is .0684. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answer as a percentage rounded to two decimal places.)