Multiple Choice
A stock fund has a standard deviation of 18% and a bond fund has a standard deviation of 10%. The correlation of the two funds is .15. What is the approximate weight of the stock fund in the minimum variance portfolio?
A) 11%
B) 15%
C) 20%
D) 24%
E) 27%
Correct Answer:
Verified
Correct Answer:
Verified
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