Ch 6 Assignment Saved Help Save & Exit Su Check my work mode : This shows what is correct or incorrect for the work you have completed so far. It does not indi completion. Return to questi 2 ! Part 1 of 4 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: 0.28 points Stock fund (S) Bond fund (B) Expected Return 16% 10% Standard deviation 34% 25% The correlation between the fund returns is 0.17. Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky fund (Do not round intermediate calculations. Round your answers to 2 decimal places.) Answer is complete but not entirely correct. Expected return Standard deviation 11.40 % 21.69 %