ment 5 chur-https:25A25280 Snemandinn Check my work mode: This shows what is correct or incorrect for the work you have completed so far. It does not india 4. 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 4.7%. The probability distributions of the funds are: points Stock fund (5) Bond fund (8) Expected Return 11% Standard Deviation 33% 25% The correlation between the fund returns is 0.1560. 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.) Answer is complete but not entirely correct. 902 % Expected return Standard deviation 1204 % 5 10 noints A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long term rentan corporate bond fund, and the third is a bill money market fund that yields a rate of 4.3. The probability studion of the funds is as follows: Expected en Standard deviation Stock fund (5) Bond fund (B) 27 ellook 135 6 The correlation between the fund returns is 0.12. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the curry portfolio. (Do not round intermediate calculations and round your final answers 10 2 decimal places. Omitthewig in your response.) Portfolio invested in the stock Portfolio invested in the hond Expected return Standard deviation