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 4.9%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return Standard Deviation 10% 39% 5% 33% The correlation between the fund returns is .0030. 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