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Stock A: Standard deviation 13,3% Expected return 11,8% Stock B: SD 12% Er 8,1% Correlation between stocks A & B: 0,44 What is the expected

Stock A: Standard deviation 13,3%

Expected return 11,8%

Stock B: SD 12%

Er 8,1%

Correlation between stocks A & B: 0,44

What is the expected return of a minimum variance portfolio consisting of stock A and B?

You cant short or loan.

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