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 of 54%. The probability distribut ons of the risky funds are: Expected Return Stock fund (S) Bond fund (B) 15% 8% 44% 38% The correlation between the 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. Ro Expected return Standard deviation