I

Required Information

Sectlon Break $(8-11)$

$[$The following information applles to the questlons displayed below.$]$

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 ylelds a sure rate of $5\mathrm{.}5\%.$ The probability distributions of the risky funds are:

Stock fund $(5)$

Band fund $($B$)$

Expected Return

Standard Deviation

$15\%$

$34\%$

$25\%$

The correlatlon between the fund returns is $0\mathrm{.}13.$

Problem $6-8($Algo$)$

Required:

What is the expected return and standard deviation for the minimum$-$variance portioto of the two rIsky funds? $($Do not round Intermedate calculations. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[$Expected return,,$\%$