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D Question 5 Given the returns, risk, and correlation: E(r) Portfolio S 0.18 0.22 Portfolio B 0.105 0.15 Risk-free 0.065 pSB -0.06 What is
D Question 5 Given the returns, risk, and correlation: E(r) Portfolio S 0.18 0.22 Portfolio B 0.105 0.15 Risk-free 0.065 pSB -0.06 What is the expected return for the minimum-variance portfolio? 0.1295 01355 01185 0.1124 0.1243 0.5 pts
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