A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 7%. The characteristics of the risky fund are as follows: The correlation between the fund returns is 0.20. What is the expected return and standard deviation of the optimal risky portfolio? Expected Return =20.04% Standard Deviation =27.67% Expected Return =19.14% Standard Deviation =24.42% Expected Return =26.85% Standard Deviation =31.44% Expected Return =16.96% Standard Deviation =21.83% Expected Return =23.17% Standard Deviation =31.68%