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 4.7%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 17% 8% Standard Deviation 37% 31% The correlation between the fund returns is 0.1065. 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 Standard deviation 15.12 % % Prev 1 of 4 H Neyt