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 $5\mathrm{.}5\%.$ The probability distributions of the risky funds are:

Expected Return Standard Deviation

Stock fund $($S$)16\%32\%$

Bond fund $($B$)10\%23\%$

The correlation between the fund returns is $0\mathrm{.}20.$

Required:

What is the expected return and standard deviation for the minimum$-$variance portfolio of the two risky funds?