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A pension fund manager is considering three mutual funds. Thefirst is a stock fund, the second is a long-term government andcorporate bond fund, and the third is a T-bill money market fundthat yields a sure rate of 4.7%. The probability distributions ofthe risky funds are: Expected ReturnStandard Deviation Stock fund (S)17% 37% Bond fund (B)8% 31% The correlation between the fund returns is .1065. What is the expected return and standard deviation for theminimum-variance portfolio of the two risky funds? (Do notround intermediate calculations. Round your answers to 2 decimalplaces.) Expected return% Standard deviation%
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