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 4.5%. The probability distributions of the risky funds are: Stock fund (S) Expected Return 15% 9% Bond fund (B) The correlation between the fund returns is 0.15. Standard Deviation 40% 31% 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.) Answer is complete but not entirely correct. Expected return Standard deviation 26.68 % 26.68 %