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 3.0%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (S) 120 410 Bond fund (D) 50 300 The correlation between the fund returbs is 0.0667. 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 %