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 $5\mathrm{.}5\%.$ The probability distributions of the

risky funds are:

The correlation between the fund returns is $0\mathrm{.}25.$

Required:

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

funds? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$