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 4.5%. The probability distributions of the risky funds are:

Expected Return Standard Deviation

Stock fund (S) 15% 35%

Bond fund (B) 6% 29%

The correlation between the fund returns is .0517.

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.)

Expected Return:

Standard Deviation: