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-bili money market fund that yields a sure rate of 5.6%. The probability distributions of the risky funds are Expected Return 17 standard deviation Stock fund (5) Bond Yund (0) 4x The correlation between the fund returns is 0600 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.) #pected retur Standard deviation