4 Assignment i Check my work mode: This shows what is correct or incorrect for the work you have completed so far. It does not indicate comple 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: Stock fund (S) Bond fund (B) Expected Return 16% 10% The correlation between the fund returns is 0.11. Problem 6-8 (Algo) Standard Deviation 34% 25% 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 Section Break (8-11) [The following information applies to the questions displayod 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 yiclds a sure rate of 5.5%. The probability distributions of the risky funds are: Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round