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 Sis 30% while that of B is 15%. The correlation coefficient between Sand B is -0.5. What is the minimum return standard deviation that the fund manager can get out of a portfolio consisting of Sand B? 0 7.67% 11.49% O 12.85% 09.82%