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 risky funds are:

Stock Fund (S) Expected Return 15% and Standard Deviation 44%

Bond Fund (B) Expected Return 8% and Standard Deviation 38%

The correlation between the fund returns is 0.0684.

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.)