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An investor can design a risky portfolio based on two stocks, A and B . The standard deviation of return on stock A is 1

An investor can design a risky portfolio based on two stocks, A and B

.

The standard deviation of return on stock A is

15 %

while the standard deviation on stock B is

9 % .

The correlation coefficient between the return on A and B is

0 % .

The standard deviation of return on the minimum variance portfolio is

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