Question No 04 You have decided to design a risky portfolio consisting of two stocks - Beximco and BSCCL. The standard deviation of return on Beximco is 20% while the standard deviation on BSCCL is 15%. The expected return on Beximco is 20% while on BSCCL it is 10%. A statistical test shows that correlation between these two stocks is 0. The expected return on the minimum variance portfolio is approximately