A%252F%252Fnewconnect.mheducation.com%252F#/activity/questior ent 5 Saved 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 5.0%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (B) Expected Return 11% 6% Standard Deviation 40% 20% The correlation between the fund returns is 0.0500. aces 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 % 639