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Question 16 12 5 pointed An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on

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Question 16 12 5 pointed An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A ls 20.0%, while the standard deviation on stock 8 is 14.6%. The correlation coeffident between the returns on A and B is 0.020x. The standard deviation of return on the minimum variance portfolio is 12.6% 9.3% O 11.9 10.2%

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