Astock fund has a standard deviation of 20% and a bond fund has a standard deviation of 8%. The correlation between the two funds is 0.2 A stock fund's expected return is 15% while the bond fund's expected return is 5%. You want to form a minimum variance portfolio with these two funds. Question 1) What is the weight of the stock fund in the minimum variance portfolio? Question #2) What is the standard deviation of this minimum variance portfolio? Question #3) What is the expected return of this minimum variance portfolio? #1. weight of stock fund = 8.00% #1. weight of stock fund=10.82% #1. weight of stock fund - 24.21% 21. weight of stock fund-43.56% #2. standard deviation of minimum variance portfolio -5.68% #2. standard deviation of minimum variance portfolio - 7.84% 2 standard deviation of minimum variance portfolio - 11.25% #2. standard deviation of minimum variance portfolio - 9.37% 2 w3. expected return of minimum variance portfolio - 10.65% #3. expected return of minimum varlance portfolio - 7.37% 3. expected return of minimum variance portfolio = 19.22% 3. expected return of minimum variance portfolio 5.80%