A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term corporate bond fund, and the third is a "Risk Free," T-bill money market fund that yields a sure rate of 5.4%. The return and risk metrics of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 15% 8% Standard Deviation 44% 38% The correlation between the risky fund returns are .0684. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? Enter values as percentages. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Check your notes and follow the formulas carefully... Take your time and be careful with the decimals. **This is a two step problem (1) get % weights for min variance portfolios, (2) use those weights to calcuate exp return and stand dev. Expected return % Standard deviation %