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The stock of Company A has an expected return of 14% and a standard deviation of 42%. The stock of Company B has an expected
The stock of Company A has an expected return of 14% and a standard deviation of 42%. The stock of Company B has an expected return of 12% and a standard deviation of 57%. The correlation between the two stocks is .25.
Calculate the expected return, the standard deviation of the minimum variance portfolio, and the portfolio variance.
(I need help solving this by hand with written formulas, NOT via Excel!)
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