$[$The following information applies to the questions $7,$ and $8$ 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 $\backslash (5\mathrm{.}5\backslash \%\backslash ).$ The probability distributions of the risky funds are:

The correlation between the fund returns is $0\mathrm{.}25.$

$7.$

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.$)$

$8.$ What is the Sharpe ratio of the best feasible CAL? $($Do not round intermediate calculations. Round your answer to $4$ decimal places.$)$