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 5.7%. The probability distributions of the two risky funds are:

	Expected Return	Standard Deviation
Stock fund (S)	18%	47%
Bond fund (B)	7%	41%

The correlation between the two fund returns is .0317.

What is the expected return for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answer as a decimal number rounded to 4 decimal places.)