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Question 7 3 points Save Answer An investor has three-quarters of their portfolio in a fund of bonds and the rest of their funds in
Question 7 3 points Save Answer An investor has three-quarters of their portfolio in a fund of bonds and the rest of their funds in an S&P 500 index fund. The bonds have an expected return of 5.75% and a standard deviation of 6%. The stock index fund has an expected return of 11.2% and a standard deviation of 10%. The correlation coefficient between the two investments is -0.2. Calculate the standard deviation of the investor's portfolio. Less than or equal to 5% Greater than 5% but less than or equal to 6% Greater than 6% but less than or equal to 7% Greater than 7% but less than or equal to 8% Greater than 8%
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