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Required information Section Break (8-11) 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) 17% 32% Bond Fund (8) 11% 23% The correlation between the fund returns is 0.30. Problem 6-8 (Algo) 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.) Answer is complete but not entirely correct. Expected return 1268 Standard 25 52 deviation TI g E 95F AQI 72