Consider a portfolio

P

comprised of two risky assets (

A

and

B

) whose returns have a correlation of zero. Risky asset

A

has an expected return of

10%

and standard deviation of

15%

. Risky asset B has an expected return of

7%

and standard deviation of

11%

. What is the expected return on the minimum-variance portfolio?\

7.0%

\

8.50%

\

10.0%

\

8.05%

Consider a portfolio P comprised of two risky assets ( A and B ) whose returns have a correlation of zero. Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. What is the expected return on the minimum-variance portfolio? 7.0% 8.50% 10.0% 8.05%