Question 1 2 pts Consider a portfolio of two risky assets: A and B. Assume that the expected return of Ais 12% and its standard deviation is 4%. Assume that the expected return of B is 13% and its standard deviation is 6%. These stocks have a correlation of -30%. If you want to achieve the minimum variance portfolio (MVP), what percentage of your wealth should be invested in stock A? 23% 35% 65% 77% Question 2 2 pts The global minimum variance portfolio formed from two risky securities will be riskless when the correlation coefficient between the two securities is... -0.5 +0.5 -1 +1 Question 3 2 pts Which one of the following portfolios cannot lie on the efficient frontier? Portfolio Expected Return Standard Deviation w 9% 21% 5% 7% N