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Question 9 ( 1 point ) You are building a portfolio that invests in a bond fund and a stock index fund. The annual expected
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You are building a portfolio that invests in a bond fund and a stock index fund. The annual expected return of the bond portfolio is and the annual expected return of the stock index is The annual standard deviation of the bond portfolio is and the annual standard deviation of the stock index is The correlation of the bond fund and the stock index is
Suppose your goal is to have the portfolio variance equal to
What percentage of your capital is invested in the bond fund?
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