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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 4.2%. The probability distributions of the risk funds are: Standard Deviation Expected Return 12% Stock fund (S) Bond fund (B) 33% 26% 5% The correlation between the fund returns is 0.0308 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.) 10.75 % Expected return Standard deviation