6 points Sav 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-bil money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (5) 15% 32% Bond fund (8) 9% 23% The correlation between the fund returns is 0.15. What is the expected return and standard deviation for the minimum variance portfolio of the two risky funds? For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). Igs Paragraph Arial 10pt T. 9