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Suppose that the return statistics for stocks A and B are as indicated in the excel file. What is the standard deviation of the minimum

Suppose that the return statistics for stocks A and B are as indicated in the excel file. What is the standard deviation of the minimum variance portfolio?

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RETURN STATISTICS OF A AND B 2 Stock AStock B 15% 3 Average return 25% 4 Variance 0.16 0.0484 5 Standard deviation 40.00% 22.00% 6 Covariance of retum, cov(rfB) 0.0880 8 Answer 10 Correlation Proof: 12 Proportion in A Proportion in B 13 Portfolio variance 14 15 Portfolio sigma

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