sering three Mut 9 You've Just Joined The Investment Seved Help Save & Exit Submit neck my work mode: This shows what is correct or incorrect for the work you have completed so far. It does not indicate completion. Return to question 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: Stock fund (S) Bond fund (B) Expected Return 154 99 Standard Deviation 32% 234 The correlation between the fund returns is .15. 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. 16.97% Expected return Standard deviation 42.90 %