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 rate of 5.40%. The probability distributions of the risky funds are: Expected Return: Standard Deviation: Stock fund (S) 15% 44% Bond fund (B) 8% 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? Expected return: 10.95% Standard deviation: 29.72% OB Expected return: 10.95% Standard deviation: 31.40% O c Expected return: 14.10% Standard deviation: 31.40% O d. Expected return: 14.10% Standard deviation: 29.72%