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A pension tund manager is considering three mutual tunds risky tunds are he first is a stock tund the second is a long-term government and corporate bond tund and the third is a T-bill money market tund that yields a sure rate of 5.6%. T he probability distributions of the Stock fund (S) Bond fund (B) 15% 9% 32% 23% The correlation between the fund returns 1s 15 What is the expected return and standard deviation for the minimum-variance portrolio of the two isky funds? (Do not round intemediate calculations. Round your answers to 2 decimal places) 6.87 % Expected return Standard deviatior