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Q1- An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20%,

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Q1- An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A a B is 20% and 10% respectively. The standard deviation of return on the minimum-variance portfolio is

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