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 5.8%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 19% 9% Standard Deviation 48% 42% The correlation between the fund returns is 0.0762. 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.) Answer is complete but not entirely correct. 17.96 % Expected return Standard deviation 43.99 %