15.The return of stock A is 15%; the return of stock B is 30%. The risk of A is 20%, the risk of B is 40%. The two stocks are not correlated.

a. The return of the min risk portfolio is 18%

b. The risk of the min-risk portfolio is 0.023

c. To get the lowest risk you have to invest 80% in stock A

d. The risk of this portfolio is less than the risk of any portfolio on the efficient frontier