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2. Two stocks A and B have return and risk information: E(A) = 8%, E(DB) = 10%; CA = 12%, OB 15%; PAB = 0.6.

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2. Two stocks A and B have return and risk information: E(A) = 8%, E(DB) = 10%; CA = 12%, OB 15%; PAB = 0.6. The two stocks are used to construct a minimum variance portfolio. Answer the following questions: 2.1. (0.75 RO What is the weight of stock A of the minimum variance portfolio? 2.2. (0.75 pts) What is the expected return of the minimum variance portfolio? I 2.3. (1 pt What is the standard deviation of the minimum variance portfolio

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