Question 25 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 18% 31% Bond fund 12% 18% The correlation between the fund returns is 0.1. What is the fraction of the bond fund in the minimum variance portfolio? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321