A pension fund manager is considering two risky mutual funds. The first is a stock fund, S, and the other is a long-term bond fund, B. The return standard deviation of S is 30% while that of B is 15%. The correlation coefficient between S and B is -0.3. What is the minimum return standard deviation that the fund manager can get out of a portfolio consisting of S and B? 11.49% 9.82% O 7.67% 12.85%