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About the returns of stock X and Y and the relationship between them we know the following: Expected Standard return deviation A 0.05 0.14 B
About the returns of stock X and Y and the relationship between them we know the following:
Expected Standard
return deviation
A 0.05 0.14
B 0.12 0.3
Cov(A,B) 0
Determine the minimum variance, if the covariance is 0. Answer using three decimal places.
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