Solve both. PS: Additional incorrect ans are 9.96% and 14.49%

Check my work mode : This shows what is correct or incorrect for the work you have completed so far. It does not indic 2 Required information Part 1 of 4 Section Break (8-11) [The following information applies to the questions displayed below.] 0.28 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government points 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 (S) 16% 34% Bond fund (B) 10% 25% The correlation between the fund returns is 0.11. 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.) x Answer is complete but not entirely correct. Expected return 7.94 X% Standard 22.60 X % deviation