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Fund A has a standard deviation of 13 percent and Fund B has a standard deviation of 11 percent. The correlation of the two funds

Fund A has a standard deviation of 13 percent and Fund B has a standard deviation of 11 percent. The correlation of the two funds is .32. What is the approximate weight of the stock fund in the minimum variance portfolio? PLEASE SHOW YOUR WORK AND EXPLAIN HOW YOU ARRIVED AT YOUR

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