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 4.4%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 14% 34% Bond fund (B) 5% 28% The correlation between the fund returns is 0.0214. What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds

im thinking a but im not 100% sure

explanation:

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- love what you do.

- the worst thing that could happen might turn out to be the best thing that could happen.

- follow your heart and trust it knows where it's going.

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i hope this i spelt things wrong i believe but this is why

mark me brainliest.

this website has me so much feel free to keep asking questions

answer (b); /// a method of measuring the opinions of a large group of people by selecting a subset of the larger group, asking them a set of questions and then generalizing those responses;