[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:

4 Part 1 of 4 9.09 points Required information Section Break (8-11) 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 Neturn Standard deviation Stock Fund (5) 170 Rond fund 256 The correlation between the fund returns is 0.15. Book Print Bences Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-varlonce portfolio of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation