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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 20% while

an investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20% while the standard deviation of stock b is 5%. The correlation coefficient between the retune on A and B is 0%. The standard deviation of return on the minimum variance portfolio is __________

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