Question: Expected Standard Correlation Matrix Return Deviation US Stocks EM Stocks US Bonds US Stocks 7% 14% 1.0 Emerging Market Stocks 9% 21% 0.8 1.0 US

Expected Standard Correlation Matrix Return Deviation US Stocks EM Stocks US Bonds US Stocks 7% 14% 1.0 Emerging Market Stocks 9% 21% 0.8 1.0 US Government Bonds 3% 8% -0.2 -0.2 1.0

A second board member, known for his conservatism, proposes a resolution that requires the endowment to be 100% invested in a portfolio with the lowest possible standard deviation. The portfolio needs to consist only of risky assets (US stocks, emerging market stocks, and US government bonds).

Report the portfolio weights below, excluding decimal places and including a percentage sign, (for example, 26% or 0%).

The percent invested in US stocks?

The percent invested in emerging market stocks:?

The percent invested in US government bonds?

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