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Stock A has an expected annual return of 18% and a volatility of 45%. Stock B has an expected annual return of 14% and a
Stock A has an expected annual return of 18% and a volatility of 45%. Stock B has an expected annual return of 14% and a volatility of 35%. The correlation of the returns of the two stocks is equal to 0.53. Find the volatility of the minimum variance portfolio for Stock A and Stock B. 39.64% 37.63% 33.60% 35.61% 41.66%
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