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Stock A has an expected annual return of 16% and a volatility of 43%. Stock B has an expected annual return of 9% and a

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Stock A has an expected annual return of 16% and a volatility of 43%. Stock B has an expected annual return of 9% and a volatility of 37%. The correlation of the returns of the two stocks is equal to 0.51. Find the expected return of the minimum variance portfolio for Stock A and Stock B. 10.76% 8.70% O 10.07% 09.39% O 11.45%

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