1- You put 60% of your money in a stock portfolio that has an expected return of 12.75% and a standard deviation of 32%. You put the rest of you money in a risky bond portfolio that has an expected return of 3.75% and a standard deviation of 15%. The stock and bond portfolio have a correlation 0.25. What is the standard deviation of the resulting portfolio?

2- Using the stock and bond portfolios from problem 1, what is the standard deviation of the minimum variance portfolio formed from this stock and bond portfolio?  Enter your answer rounded to two decimal places.

3- Assume the risk–free rate is 2.50%. Using the stock and bond portfolios from problem 1, what is the bond weight in the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio?