A pension fund manager is considering three mutual funds. The first is a stock fund, the second is long term goed corporate bond fund, and the third is a T-bil money market fund that yields a sure rate of the prototy funds are: stoek fund (3) Mond und 119 6 409 The correlation between the fund returns is 0.0500. 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 retum Standard deviation 6.94% 26.76%