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 4.8%. The probability distributions of the risky funds are:

Expected Return	Standard Deviatio

Stock fund (S)	18%	38%
Bond fund (B)	9%	32%

The correlation between the fund returns is .14

What is the expected return and standard deviation of the optimal risky portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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 4.8%. The probability distributions of the risky funds are: Expected Return Standard Deviation 18% 9% 38% 32% Stock fund (S) Bond fund (B) The correlation between the fund returns is.14. What is the expected return and standard deviation of the optimal risky portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation