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3. Stock A has an expected return of 18% and a standard deviation of 30%. Stock B has an expected return of 12% and a standard deviation of 20%. The correlation between stock A and B is 0.20 . a. If you can only invest in these two risky stocks and you want to take the least total risk possible, what weights would you put on each of stock A and B ? (5 points) uifC20 b. What would be the standard deviation of your portfolio? ( 5 points) c. What is the expected return on the minimum variance portfolio? (3 points)