What is the bond proportion of the Minimum Variance Portfolio comprising: • equity with an expected return of 14% and standard deviation of 20% • bond with an expected return of 8% and standard...

Extracted text: What is the bond proportion of the Minimum Variance Portfolio comprising: • equity with an expected return of 14% and standard deviation of 20% • bond with an expected return of 8% and standard deviation of 12% the correlation between equity and bond is 0.25? O A. 0.8019 O B. 0.6928 O C. None of the given answers is correct. O D. 0.1981