Consider the following probability distribution for stocks A and B: show all works

State	Probability			Return on Stock A			Return on Stock B
1		0.10			10	%		8	%
2		0.20			13	%		7	%
3		0.20			12	%		6	%
4		0.30			14	%		9	%
5		0.20			15	%		8	%

The expected rate of return and standard deviation of the global minimum variance portfolio, G, are ________ and ________, respectively.

Group of answer choices

a .8.97%; 2.03%

b. 8.97%; 1.05%

c. 10.07%; 1.05%

d. 10.07%; 3.01%

Consider the following probability distribution for stocks A and B:

Which of the following portfolio(s) is(are) on the efficient frontier?

1. The portfolio with 20 percent in A and 80 percent in B.

2. The portfolio with 26 percent in A and 74 percent in B.

3. The portfolio with 10 percent in A and 90 percent in B.

4. The portfolio with 15 percent in A and 85 percent in B.