this is my third time posting it, i just need to find the expected retun

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) 16% Bond Fund (0) 10% 275 The correlation between the fund returns is 010 Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two nsky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Answer is complete but not entirely correct Expected return 1207 Standard deviation 2260