You put 70% of your money in a stock portfolio that has an expected return of 14.95% and a standard deviation of 44%. You put the rest of you money in a risky bond portfolio that has an expected return of 4.95% and a standard deviation of 18%. The stock and bond portfolio have a correlation 0.32. What is the standard deviation of the resulting portfolio?

Answer this question below alone:

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.

Answer to first question is 32.93