Required Information Section Break (8-11) [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 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 0.15. roblem 6-8 (Algo) equilred: What is the expected return and standard deviation for the minimum-varlance portfolio of the two risky funds? (Do not round itermedlate calculations. Round your answers to 2 decimal places.)