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A stock fund has a standard deviation of 20% and a bond fund has a standard deviation of 8%. The correlation of the two funds

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A stock fund has a standard deviation of 20% and a bond fund has a standard deviation of 8%. The correlation of the two funds is 0.11 What is the standard deviation of this minimum variance portfolio? note: you first need to find the weight of each fund in the minimum variance portfolio 12.88% O 10.35% O 7.68% O 8.2796

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