D Question 1 1 pts Consider the following two assets. The first is a stock fund, the second is a long-term government and corporate bond fund. The probability distribution of the funds is as follows: Expected ret std. dev. Stock fund 20% 31% Bond fund 10% 16% The correlation between the fund returns is 0.3. What is the investment proportion in the minimum variance portfolio of the bond fund? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321