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A stock fund has a standard deviation of 28% and a bond land has a standard deviation of 18%. The correiation of the two funds

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A stock fund has a standard deviation of 28% and a bond land has a standard deviation of 18%. The correiation of the two funds is 15. What is the approximate weight of the stock fund in the minimum variance portfolio? Multiple Choice 2 20 (PM of 15 Na> MS % ON 3 8 9 3 E R T Y U e P D F G H J K c V B N M

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