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Consider a portfolio of two risky assets: A and B. Assume that the expected return of A is 18% and its standard deviation is 10%.

Consider a portfolio of two risky assets: A and B. Assume that the expected return of A is 18% and its standard deviation is 10%. Assume that the expected return of B is 12% and its standard deviation is 5%. These stocks have a correlation of 10%. What is the expected return for the minimum variance portfolio (MVP)?

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22%

17%

83%

13%

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