I hope someone is still online to help me with this. I'm really confused over this question. I couldn't find anything in my notes, and not in my powerpoint slides. I checked CourseHero and found a few examples, but I'm still completely lost. Any help would be appreciated.

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 4.2%. The probability distributions of the risky funds are:

Expected ReturnStandard DeviationStock fund (S)12%33%Bond fund (B)5%26%The correlation between the fund returns is .0308.

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.)