This question is worth 5.88 points. MINIMUM VARIANCE PORTFOLIO PROBLEM: 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 -0.50 . The minimum variance portfolio return is: 26.79% 37.46% 32.90% 36.55%