$[$YOU SHOULD USE EXCEL TO CHECK YOUR CALCULATIONS$]$

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 $4\mathrm{.}3\%.$ The probability distributions of the

two risky funds are:

The correlation between the two fund returns is $\mathrm{.}0630.$

What is the expected return and standard deviation for the minimum$-$variance portfolio

of the two risky funds? $($Do not round intermediate calculations. Enter your answer as

a percentage rounded to two decimal places.$)$