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Security Expected Return Beta Standard Deviation of Returns A 1.7 0.50 B 9% 0.15 14% 1.3 0.6 D 6% 0.58 0.3 Risk-free 1.5% Market Index

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Security Expected Return Beta Standard Deviation of Returns A 1.7 0.50 B 9% 0.15 14% 1.3 0.6 D 6% 0.58 0.3 Risk-free 1.5% Market Index 8% Assume the correlation between the returns of security C and security D is - 1. What is the expected return for the global minimum variance portfolio? (Answer in percentages to two decimal places. e.g "10.23"). Your

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