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 4.0%. The probability distributions of the risky funds are:

	Expected Return	Standard Deviation
Stock Fund (S)	10%	32%
Bond Fund (B)	7%	24%

The correlation between the fund returns is .1250.

What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds?