Stock 1 has a expected return of 12% and a standard deviation of 15%. Stock 2 has a expected return of 10% and a standard deviation of 12%. Correlation between the two stocks is 0.3. What is the investment proportion of stock 1 in the minimum variance portfolio? (0.344) Now assume a risk-free bond with a rate of return of 8%. Can you achieve a better rate for the same (minimum) variance in question 2, using the risk-free bond as well? What is closest to the best such rate of return? Group of answer choices 0.13 0.14 0.11 0.12