pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term governme corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.4%. The probability distribution funds are: Expected Return Standard Deviation Stock fund (S) 15$ Bond fund (3) 384 The correlation between the fund returns is 0.0684. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not roun intermediate calculations. Round your answers to 2 decimal places.) 444 88 % Expected retum Standard deviation %