Help me please!!!! Only text A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term governmentand corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probabilitydistributions of the risky funds are:Stock fund (S)Bond fund (B)The correlation between the fund returns is 0.25.Expected Return17%11%Expected returnStandard deviationRequired:What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not roundintermediate calculations. Round your answers to 2 decimal places.)%%Standard Deviation38%29%

Here, Expected ReturnStandard DeviationStock Fund17%38%Bond Fund11%29%Money Market…

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 17% 11% Stock fund (S) Bond fund (8) The correlation between the fund returns is 0.25. Standard Deviation 38% 29% Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round ntermediate calculations. Round your answers to 2 decimal places.)