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D Question 13 3 pts Consider the following probability distribution for stocks A and B: Return on Stock Return on Stock State Probability A B

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D Question 13 3 pts Consider the following probability distribution for stocks A and B: Return on Stock Return on Stock State Probability A B 1 0.10 10 % 8 % 2 13 % 7 % 3 0.20 12 % 6 % 4 0.30 14 % 9 % 5 0.20 15 % 8 % 0.20 AWN- The expected rate of return and standard deviation of the global minimum variance portfolio, G, are respectively. and O 8.97%: 1.05% O 8.97%; 2.03% O 10.07%; 3.01% O 10.07%; 1.05%

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