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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 $5\mathrm{.}5\%.$ The probability

distributions of the risky funds are:

The correlation between the fund returns is $0\mathrm{.}20.$

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.$)$