Standard deviation of the minimum variance portfolio

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You put 70% of your money in a stock portfolio that has an expected return of 11.75% and a standard deviation of 28%. You put the rest of you money in a risky bond portfolio that has an expected return of 2.65% and a standard deviation of 12%. The stock and bond portfolio have a correlation 0.33. what is the standard deviation of the minimum variance portfolio formed from this stock and bond portfolio?

Reference no: EM131449426

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