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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 5.7%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 18% 7% Standard Deviation 47% 41% The correlation between the fund returns is 0.0317. 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.) Expected return 16.97% Standard deviation 42.90 %