[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 5.5%. The probability distributions of the risky funds are:

	Expected Return	Standard Deviation
Stock fund (S)	15%	36%
Bond fund (B)	9%	27%

The correlation between the fund returns is 0.15.

rev: 11_15_2021_QC_CS-285530

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.)

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 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15. equired: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round itermediate calculations. Round your answers to 2 decimal places.)