Check my work 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 5.2%. The probability distributions of the risky funds are: points Expected Return 13% - 68 Standard deviation 42% Stock fund (S) Bond fund (B) Skipped 36% The correlation between the fund returns is 0.0222. eBook 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.) Print References Expected return Standard deviation