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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 go and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probabilit distributions of the risky funds are: Expected Return Standard deviation Stock Lund (S) Bond fund (B) The correlation between the fund returns is 0.20. 168 328 105 238 Required: What is the expected return and standard deviation for the minimum yariance portfolio of the two risky funds? (Do not rour intermediate calculations. Round your answers to 2 decimal places) Expected retum Standard deviation 50.00% 21.06%