Question: please help on this question A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term

please help on this question

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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 15. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Pound your answers to 2 decimal places.)

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