Hw4 Saved Help Save & Exit Submit Check my work mode : This shows what is correct or incorrect for the work you have completed so far. It does not indicate completion. Return to question 6 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 4.7%. The probability distributions of the risky funds are: 10 points Stock fund (S) Bond fund (B) Expected Return 178 88 Standard Deviation 37% 31% The correlation between the fund returns is 0.1065. 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.) Answer is complete but not entirely correct. 15.85 X % Expected return Standard deviation 15.75 X %