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 5.5%. The probability distributions of the risky funds are:

	EXPECTED RETURN	STANDARD DEVIATION
STOCK FUND (S)	17%	36%
BOND FUND (B)	11%	27%

The correlation between the fund returns is 0.25.

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.)