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(Portfolio statistics, efficient frontier, and minimum variance portfolio) ABC and XYZ are two stocks with the following return statistics: a. Compute the expected return and

image text in transcribed (Portfolio statistics, efficient frontier, and minimum variance portfolio) ABC and XYZ are two stocks with the following return statistics: a. Compute the expected return and standard deviation of a portfolio composed of 25%ABC and 75%XYZ. b. Compute the returns of all portfolios that are combinations of ABC and XYZ with the proportion of ABC being 0%,10%,,90%, 100%. c. Compute the minimum variance portfolio

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