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> Question 8 1.1 pts Two stocks A and B have return and standard deviation information as: Etra) - 10%, Elrg) - 20%; 0x =

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> Question 8 1.1 pts Two stocks A and B have return and standard deviation information as: Etra) - 10%, Elrg) - 20%; 0x = 12%, 03 - 18%; PAB - 0.5. What's the expected return on the minimum variance portfolio consisting of A and B? 13.69% 12.56% 11.43% 10.55%

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