"You place 50% of your money in a stock portfolio that has an expected return of 10% and a standard deviation of 8%. You put the rest of your money in a risky bond portfolio that has an expected return of 6% and a standard deviation of 4%. The stock and bond portfolios have a correlation of 0.15. The standard deviation of the resulting portfolio will be ________________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"

"A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 9%, while stock B has a standard deviation of return of 11%. Stock A comprises 65% of the portfolio, while stock B comprises 35% of the portfolio. If the variance of return on the portfolio is 0.008, the correlation coefficient between the returns on A and B is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"

"A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 9%, while stock B has a standard deviation of return of 11%. The correlation coefficient between the returns on A and B is 1.Stock A comprises 65% of the portfolio, while stock B comprises 35% of the portfolio. The standard deviation of the return on this portfolio is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"

"An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 9% and a standard deviation of return of 7%. Stock B has an expected return of 5% and a standard deviation of return of 2%.The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 3.5%. The proportion of the optimal risky portfolio that should be invested in stock A is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"