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The expected return of Asset A and Asset B are 12% and 18% respectively, and the standard deviation of Asset A and B are 15%

The expected return of Asset A and Asset B are 12% and 18% respectively, and the standard deviation of Asset A and B are 15% and 25% respectively. The correlation coefficient between Asset A and B is -1. Find out the expected return of the portfolio containing Asset A and B that has the lowest level of risk. Group of answer choices

20%

15%

15.75%

12%

14.25%

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