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An investor can design a risky portfolio based on two stocks, C and X. The standard deviation of return on stock C is 20%, while

An investor can design a risky portfolio based on two stocks, C and X. The standard deviation of return on stock C is 20%, while the standard deviation on stock X is 15%. The correlation coefficient between the returns on C and X is 0%. The expected return on the minimum-variance portfolio is approximately?

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