Q2- 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 5.0%. The probability distributions of the risky funds are: (2 marks) Stock fund (S) Bond Fund (B) Expected return 11% 6% Standard Deviation 40% 20% The correlation between the fund returns is 0.0500 What is the expected return and standard deviation for the minimum variance portfolio of the two risky funds