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Required information [The following information applies to the questions displayed below] A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term govemment and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5% The probability distributions of the risky funds are? The correlation between the fund returns is 0.15. Pequired: What is the expected retum and standard deviation for the minimumayariance porffolio of the two risky funds? (Do not round intermediate calculations. Pound your answers to 2 decimal places.) Answer is complete but not entirely correct