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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (S) Bond fund (B) 239 The correlation between the fund returns is 0.20 160 109 32 Required: 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 12.52% 0.201% 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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (S) 16 Bond fund (3) 234 The correlation between the fund returns is 0.20. 328 101 Required: What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio 0.7581