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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 10% while

An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 10% while the standard deviation on stock B is 20%. The correlation coefficient between the return on A and B is 0.15. The expected return on stock A is 6% while on stock B it is 12%. The proportion of the minimum variance portfolio that would be invested in stock B is?

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