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 5.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock Fund (5) 133 Bond Fund () 6 36% The correlation between the fund returns is 0.0222 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 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 rate of 4.9%. The probability distribution of the risky funds is as follows: Expected Return 107 Standard Deviation 39% 33 Stock fund (S) Bond fund (8) The correlation between the fund returns is 0.15. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round Intermediate calculations and round your final answers to 2 decimal places. Omit the " sign in your response.) % 94 Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation %