Chapter 6 Assignment i Saved Help Save & Exit Submit Check my work 2 Required information [The following information applies to the questions displayed below.) Part 1 of 3 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: 20 points Skipped Stock fund (S) Bond fund (B) Expected Return 17% 11% Standard Deviation 40% 312 eBook The correlation between the fund returns is 0.10. Print References Required: 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.) % Expected return Standard deviation %