Required information Section Break (8-11) [The following information applies to the questions displayod below] 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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.25 . Problem 6.8 (Algo) Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky fund $C (Do not round termediate calculations. Round your onswers to 2 decimal ploces.)