Stock A has a variance of 30% and stock B has a variance of 20%. The covariance between stock A and stock Bis 0.28 (... CAB- 0.28). You have a portfolio of these two stocks wherein WA-60% and wg - 40%. What is your portfolio variance? 0.129 0.2744 0.1729 0.047 Question 8 1.1 pts Two stocks A and B have return and standard deviation information as: Elr) -10% Ere) - 20%; 0 -12%, 8 -18%: PAB 0.5. What's the expected return on the minimum variance portfolio consisting of A and B? 10.55% 12.56% 13.69% 11.43%