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 5.9%. The probability distributions of the risky funds are:

Expected ReturnStandard DeviationStock fund (S)20%49%Bond fund (B)9%43%The correlation between the fund returns is .0721.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%