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 8%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 19% 32% Bond fund (B) 12% 15% The correlation between the fund returns is .11. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (2 decimal places)