4. 5 points 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 funds 150 Bond tund (3) The correlation between the fund returns is 15. 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.) 320 Expected return Standard deviation %