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Stocks A and B are available for investment. Stock A has expected return E[ra] = 12% and standard deviation A = 15%. Stock B has

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Stocks A and B are available for investment. Stock A has expected return E[ra] = 12% and standard deviation A = 15%. Stock B has expected return E[TB] = 20% and standard deviation Op = 45%. If the correlation of the two stocks is -1 (perfect negative correlation), what combination of the two assets will give the minimum-variance portfolio? (vertex of the feasible frontier)

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