An investor is allocating her wealth between a portfolio of stocks and a portfolio of bonds. There is no risk$-$free asset, so all her wealth needs to be invested in just stocks and bonds. The stock portfolio has an expected return of $8\%$ and standard deviation of $20\%.$ The bond portfolio has an expected return of $4\%$ and standard deviation of $10\%.$ The correlation between stock and bond returns is zero.

Can the investor construct a portfolio that has a standard deviation of $8\%?$

Question $3$Select one:

Yes, she can construct a portfolio that has a standard deviation of $8\%.$

No$,$ she cannot construct a portfolio that would have a standard deviation of $8\%.$