Can someone help me determine the correct response to this question?

[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 longterm government and corporate bond fund, and the third is a Tbill money market fund that yields a sure rate of 5.8%. The probability distributions of the two risky funds are: Expected Standard Return Deviation Stock fund (5) 19% 48% Bond fund (B) 9% 42% The correlation between the two fund returns is .0762. What is the expected return and standard deviation for the minimumvariance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answer as a percentage rounded to two decimal places.) Expected return % Standard deviation %