Suppose you have two risky assets: stock and bond. The stock has expected return of 0.11 and the standard deviation of 0.4. The bond has expected return of 0.07 and the standard deviation of 0.5. The correlation is 0.7. The optimal portfolio consists 70% of stock and 30% of bond. Suppose the risk-free rate is 0.01, what is the lowest standard deviation you can have for 6% expected return?

		1.22019508
		0.611566699
		0.227059559
		0.250674245
		0.059021692