apter S & 6 Question 12 (of 20) 2. 4.34 points Problem 6-8 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long- erm government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4 8% The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund (S) Bond fund (B) 18% 9% 38% 32% The correlation between the fund returns is 1313 What is the expected return and standard deviation for the minimum-variance portfolio of the two risky unds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation 1500 % 1500 % References eBook&Resources Worksheet Difficulty Intermediate Problem 6-8 Leaming Objective 06-02 Calculate mean