A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term govemment 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 hnds roe Stock fund (S) 17% 8% 37% 31% Bond fund (B) The correlation between the fund returns is.1065 What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermedlate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation