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Stock A has an expected annual return of 20% and a volatility of 40%. Stock B has an expected annual return of 15% and a

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Stock A has an expected annual return of 20% and a volatility of 40%. Stock B has an expected annual return of 15% and a volatility of 28%. The correlation of the returns of the two stocks is equal to 0.34. Find the volatility of the minimum variance portfolio for Stock A and Stock B. 29.29% 24.58% 26.15% 27.72% 23.01%

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