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Stock A has an expected annual return of 14% and a volatility of 35%. Stock B has an expected annual return of 10% and a
Stock A has an expected annual return of 14% and a volatility of 35%. Stock B has an expected annual return of 10% and a volatility of 27%. The correlation of the returns of the two stocks is equal to 0.43. Find the expected return of the efficient portfolio that has the same volatility as Stock B. 14.47% 13.00% 15.20% 13.73% 12.26%
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