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13. Consider two stocks, A and B. Assume their annual returns are jointly normally distributed, the marginal distribution of each stock has mean 2% and standard deviation 10%, and the correlation is 0 9. What is the expected.annual return of stock A if the annual return of stock B is 3%? 2.9% 47% 1.1% B. C. Answer: B 9-93 1'1 9 /93 1 ABCD