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A mutual fund investor with a portfolio consists of the stock fund, the corporate bonds, and the Tbills with a rate of return of 5%. The probability distribution of the risky funds is: The stock fund expected return is 16%. The bond fund expected return is 9%. The stock fund's Standard deviation is 42%. The bond fund standard deviation is 37%. The correlation between returns is 0.55 . Calculate the expected rate of return and standard deviation for the optimum variance portfolio of the two risky funds