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13 An investor can design a risky portfolio based on two shares, A and B. The standard deviation of Share A is 24% while the
13 An investor can design a risky portfolio based on two shares, A and B. The standard deviation of Share A is 24% while the standard deviation of Share B is 12%. The correlation coefficient between the returns on A and B is -1. The expected return on Share A is 15% while on Share B it is 9%. What is the expected return of the minimum variance portfolio
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