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Suppose that Stock 1 has an expected return 15% and a variance of 225. On the other hand, Stock 2 has an expected return of
Suppose that Stock 1 has an expected return 15% and a variance of 225. On the other hand, Stock 2 has an expected return of 5% and a variance of 100. The correlation between the two stocks is 0.5. What is the expected return and standard deviation of the minimum-variance portfolio composed of these two stocks? pls with detail explanation NOT on excel)
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