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Stock A has an expected annual return of 18% and a volatility of 33%. Stock B has an expected annual return of 10% and a

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Stock A has an expected annual return of 18% and a volatility of 33%. Stock B has an expected annual return of 10% and a volatility of 25%. The correlation of the returns of the two stocks is equal to 0.5. Find the variance of the minimum variance portfolio for Stock A and Stock B. 23.96% 26.84% 21.09% 22.52% 25.40%

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