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 3%. The expected returns and standard deviation for the risky funds are: Expected Return Standard Deviation 10% 19% Stock Fund (s) 4% 12% Bond Fund (B) The correlation between the fund returns is 0.0035. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? 4.9%; 10.2% 4.9%; 12.2% 5.7%; 10.2% 5.7%; 12.2%