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 4.8%. The probability distributions of the risky funds are:

	Expected Return	Standard Deviation
Stock fund (S)	18%	38%
Bond fund (B)	9%	32%

The correlation between the fund returns is .1313.

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.)

Expected return	12.62 1% %
Standard deviation	26.01 1% %

So 12.62 and 26.01 are the answers for expected return and standard deviation but I am having difficulty understanding how to get those answers