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Consider a portfolio of two risky assets: A and B. Assume that the expected return of A is 10% and its standard deviation is 2%.

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Consider a portfolio of two risky assets: A and B. Assume that the expected return of A is 10% and its standard deviation is 2%. Assume that the expected return of B is 13% and its standard deviation is 6%. These stocks have a correlation of 20%. What is the expected return for the minimum variance portfolio (MVP)? 5% 15% 95% 10%

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