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%. The expected returns and standard deviation for the risky funds are: Expected Return Standard Deviation Stock Fund 12% 24% I's) Bond Fund 6% 17% B) The correlation between the fund returns is 0.0025. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? 8%; 15.3% 08%; 13.9% 7.2%, 15.3% 7.2%, 13.9%