Required information Skip to question [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 yields a sure rate of 5.5%.

The probability distributions of the risky funds are:

Expected Return Standard Deviation Stock fund (S) 15% 34%

Bond fund (B) 9% 25%

The correlation between the fund returns is 0.13. Required:

What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

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 government 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 0.13 . equired: Ihat is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round termediate calculations. Round your answers to 2 decimal places.)