Chec 7 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-bil money market fund that yields a sure rate of 4.0%. The probability distributions of the risky funds are 75 Doints Expected Return 101 70 Standard deviation 320 Stok fund 3) Bond funda] Sloved The correlation between the fund returns is 0.1250 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 retur Standard deviation