THE FOLLOWING INFORMATION APPLIES TO THE NEXT FOUR PROBLEMS: The expected return (ER) for Stock A is 45% and the expected return for Stock B is 32%. The standard deviation (SD) for A is 37% and the standard deviation for B is 29%. The CORR(A,B) equals +0.40. 23. Find the minimum variance portfolio combination (round to the nearest whole number like 52.5%=53% and 52.4%=52% ). In other words, how much do you invest in stock A for the minimum variance poitfolio?" a. 30% b. 35% c: 20% d. 55% e. 10% 28. How much do you invest in stock B for the minimum variance portfolio? a. 45% b. 90% c. 70% d. 65% c. 80% 29 : The minimum variance portfolio return is: a. 36.55% b. 35.90% com26.79% 30. The minimum variance portfolio stanchrrd deviation is: a. 20.29% b. 29.22% c. 13.60% d. 24.91% e. 26.75%