6 75 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 4.6%. The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund (S) 164 36 Bond fund (8) 28 30% The correlation between the fund returns is 0.0800. 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.) elook Print Hutances Expected return Standard deviation 96