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 Fure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.10. Problem 6-8 (Algo) Required: 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.)