The expected return (ER) for Stock A is 45% and the expected return for Stock B is 32% while the standard deviation (SD) for A is 37% and the standard deviation for B is 29%. The CORR(A,B) equals 0.2. The minimum variance portfolio STANDARD DEVIATION is: 0 20.29% O 29.22% O 13.60% 0 24.91% O 23.29%