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A stock fund has a standard deviation of 16 percent and a bond fund has a standard deviation of 4 percent. The correlation of the

A stock fund has a standard deviation of 16 percent and a bond fund has a standard deviation of 4 percent. The correlation of the two funds is .11. What is the weight of the stock fund in the minimum variance portfolio?

		3.47 percent
		6.48 percent
		11.92 percent
		14.67 percent
		18.22 percent

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