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Consider stocks A and B. Stock A has an expected return of 20% & a standard deviation of 30%. Stock B has an expected return

Consider stocks A and B.

Stock A has an expected return of 20% & a standard deviation of 30%.

Stock B has an expected return of 12% & a standard deviation of 15%.

The correlation coefficient between returns of stock A and stock B is 0.1. What are the investment proportions (portfolio weights) in the minimum-variance portfolio of the two stocks, and what is the expected value and standard deviation of the portfolios rate of return?

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