Can't seem to get this one correct.

Sectlon Break (8-11) [The followitg informstion 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: The correlation between the fund retums is 0.25 . Problem 6-8 (Algo) Acquired: What is the expected retum 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.)