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 5.5%. The probability distributions of the risky funds are: Expected Return Stock fund (S) 154 Bond fund (B) 91 The correlation between the fund returns is 0.15. Standard Deviation 32 230 Problem 6-8 (Static) 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 retum Standard deviation