My answers are incorrect, show your work and no excel please!

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 5.6%. The probability distributions of the risky funds are: Expected Return 17 Stock fund (5) Bond fund (8) Standard Deviation 46% 40% The correlation between the fund returns is 0.0600. 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. Expected return Standard deviation 16.20 % % 41.85 % %