You are considering two mutual funds. The first is a stock fund and the second is a long-term government and corporate bond fund. The stock fund has an expected return of 20% and a variance of 0.36. The bond fund has an expected return of 8% and a variance of 0.16. The correlation coefficient between the stock and bond funds is 0.3. If you create an equally-weighted portfolio by using these two funds, what is your portfolio's standard deviation? A.0.283 OB. 0.335 OC.0.407 OD.0.166 4

You are considering two mutual funds. The trut is a steck fund and the second is a long-eem government and corporate bend fund The suck fund has an wpected refurn of 20% and a variance of 0.36 funds, what is your portiolo's tiandard deviation? No 073 c. 0407 0, 0166