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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

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 0.11.
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.)
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