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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund retums is 0.15. Required: What is the expected return and standard deviation for the minimum-varlance portfolio of the two risky funds? (Do not round intermediate calculotions. Round your answers to 2 decimal places.)