Question text 6Marks Your uncle would like to create a minimum variance portfolio by investing in the following two funds: [table] Fund | Expected return (E(rP)) | Standard deviation (sP) Stock fund Bond fund | 12% 8% | 20% 10% [/table] The correlation coefficient is -0.5. Calculate the weights of stock fund and bond fund in your uncle’s minimum variance portfolio. Also calculate the portfolio return. Weight of the stock is Answer 9[select: , 28.57%, 51.22%, 67.25%, 59.71%, 65.01%] Weight of the bond is Answer 10[select: , 71.42%, 48.78%, 32.75%, 40.29%, 34.09%] Return of the portfolio is Answer 11[select: , 10.71%, 9.11%, 11.29%, 9.87%, 10.08%]Notes Report question issue Question 8 NotesMultiple fill-in-the-blank