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 5.0%. The probability distributions of the risky funds are:Expected Return Standard DeviationStock fund (S) 11% 40%Bond fund (B) 6% 20%The correlation between the fund returns is .0500.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 %