A Stock Fund Has a Standard Deviation of 28 Percent

Multiple Choice

A stock fund has a standard deviation of 28 percent and a bond fund has a standard deviation of 16 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) 21 percent
D) 24 percent
E) 27 percent