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Stock A has the following market prices: month Price Pt 1 80 N 2 85 3 90 The effective annual rate based on prices in
Stock A has the following market prices: month Price Pt 1 80 N 2 85 3 90 The effective annual rate based on prices in period 1and period 3 for asset Ais 98.56% 95.05% 102.73% 106.99% Consider the following data for assets A and B: expected return standard deviation A 10% 4% B 14% 6% Assets A and B have a correlation of 0.5. If not considering the riskless asset, what is the return for the minimum risk portfolio 10.57% 5.76% 13. 65% 8.21%
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