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Can you show me the steps and formula to this question please: An investor can design a risky portfolio based on two stocks, A and

Can you show me the steps and formula to this question please:

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 15%. The correlation coefficient between the returns on A and B is 0%. The standard deviation of return on the minimum-variance portfolio is _________.

0%

6%

12%

17%

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