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 $5\mathrm{.}0\%.$ The probability distributions of the risky funds are:

Expected Return Standard Deviation

Stock fund $($S$)11\%40\%$

Bond fund $($B$)6\%20\%$

The correlation between the fund returns is $0\mathrm{.}0500.$

What is the expected return and standard deviation for the minimum$-$variance portfolio of the two risky funds?

Expected Return$-$

Standard Deviation$-$