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1. value: 10.00 points 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 yelds a sure rate of 5.2%. The probabity distributions of the risky funds are: Expected Return 13% 6% Standard Deviatio 42% 36% Stock fund (S) Bond fund (B) The correlation between the fund returns is.0222. 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.) Expected return Standard deviation