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