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! Required Information (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: Expected Return Standard deviation Stock fund (5) Bond fund () The correlation between the fund returns is 0.12. 160 100 409 314 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 retum Standard deviation 13.001% 26.73%