Ch 6 P 6-14 perfect negative correlation Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, f. The characteristics of two of the stocks are as follows: Stock A B Correlation = -1 Expected Return Standard Deviation 10% 30 17 % 70 % a. What is the expected rate of return on the minimum-variance portfolio comprised of the two stocks? (Round your answer to 2 decimal places.) Rate of return % b. What is the estimated standard deviation of the minimum variance portfolio? Oo between 30 % and 70% 30 % O 70 %