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Please show steps! Thanks! 23) Consider the following probability distribution for stocks A and B : The expected rate of return and standard deviation of

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23) Consider the following probability distribution for stocks A and B : The expected rate of return and standard deviation of the global minimum variance portfolio, G, are and , respectively. A) 8.97%;2.03% B) 10.07%;1.05% C) 10.07%;3.01% D) 8.97%;1.05%

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