A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term market fund that yields a sure rate of 4.6%. The probability distributions of the nsky funds are govemment and corporate bond fund, and the third is a T-bill money Expected Return Standard Deviation 36% Stock fund (S) 16% 7% Bond fund (B) The correlation between the fund returns is.0800. What is the expected retum and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 30% decimal places) Expected return Standard deviation