Multiple Choice
A stock fund has a standard deviation of 16% and a bond fund has a standard deviation of 4%. The correlation of the two funds is .11. What is the weight of the stock fund in the minimum variance portfolio?
A) 3.47%
B) 6.48%
C) 11.92%
D) 14.67%
E) 18.22%
Correct Answer:
Verified
Correct Answer:
Verified
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