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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 Ais 20%, while the

An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock Ais 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A and B is 20% and 10% respectively. The standard deviation of return on the minimum-variance portfolio is Multiple Choice 0% 6% 12

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