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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 on stock b is 14.6%. Correlation betweeb the returns on A and B is 0.020% the standard deviation of return on the minimum-variance portfolio is

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