[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 5.8%. The probability distributions of the two risky funds are: Expected Return Standard Deviation Stock fund (S) Bond fund (B) 19% 48% 9% 42% The correlation between the two fund returns is 0762 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.) 17.10 % Expected return Standard deviation 40.28 %