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 4.7%. The probability distributions of the risky funds are:

Standard Deviation Expected Return

Stock fund (S) 17% 37%

Bond fund (B) 8% 31%

The correlation between the fund returns is 0.1065.

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.)