Old Bank, which has been focusing on the more straightforward consumer banking business, is considering expanding into the more complex corporate and investment banking businesses. Old's current return is 8% and standard deviation is 10%. The correlation between the returns of both the current and newer businesses is expected to be 0.4. Old also expects 80% of its business will be from consumer banking and only 20% from corporate and investment banking. If the standard deviation in returns from the corporate and investment banking business is expected to be 20%, what should the minimum return be for Old Bank to enter the corporate and investment banking businesses? Old Bank, which has been focusing on the more straightforward consumer banking business, is considering expanding into the more complex corporate and investment banking businesses. Old's current return is 8% and standard deviation is 10%. The correlation between the returns of both the current and newer businesses is expected to be 0.4. Old also expects 80% of its business will be from consumer banking and only 20% from corporate and investment banking. If the standard deviation in returns from the corporate and investment banking business is expected to be 20%, what should the minimum return be for Old Bank to enter the corporate and investment banking businesses