1. Consider the following probability distribution for stocks A and B:

   1. 8.97%; 2.03%

   2. 10.07%; 1.05%

   3. 10.07%; 3.01%

   4. 8.97%; 1.05%

2. 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. 8.97%; 2.03%10.07%; 1.05%10.07%; 3.01%8.97%; 1.05%