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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)?
Group of answer choices
22%
17%
83%
13%
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