Required information The following information applies to the questions displayed belowi A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and comporate bond fund, and the third is a T-bili money market fund that yietds a sure rate of 5.5. The probablity distributions of the risky funds are: The conelation between the fund returns is 0.11. Required: What is the expected return and standard deviation for the minimumtvariance portfollo of the two risky funds? (Do not round intermediete colculetions. Round your onswers to 2 decimal places.)