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The standard deviation of return on stock A is 16% and the standard deviation on stock B is 6%. The correlation coefficient between the returns

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The standard deviation of return on stock A is 16% and the standard deviation on stock B is 6%. The correlation coefficient between the returns on stock A and B is 0.1. The expected return on stock A is 25% and the expected return on stock B is 11%. What is the proportion of the minimum-variance portfolio that would be invested in stock B ? Mutitile Choice 84676 160 90.32x 968

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