A pension fund manager is nsidering three mutual 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: Stock fund (S) Expected Return 17% Standard Deviation 11% 32% 23% Bond fund (B) The correlation between the fund returns is 0.30. 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.) Expected return Standard deviation % %