D Question 25 4 pts Consider the following two investment opportunities: a stock fund and a bond fund with Elr-0.20.0 -0.3, Elra)-0.12.00-0.15. The correlation coefficient between the two funds is 0.10. The risk free rate is 0.08. You know that the slope of the optimal capital allocation line is 0.460. If you require 022 rate of retum on your investment on this optimal CAL, the standard deviation of your portfolio is (Please round your answer to the closest third decimal place and do not use percentage when answer this question 2.8.0.352 should be used instead of 35.2%)