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Two stocks A and B have return and standard deviation information as: E() - 10%. Etre) - 20%; 04-12%, 08 - 18%; PAB = 0.5.

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Two stocks A and B have return and standard deviation information as: E() - 10%. Etre) - 20%; 04-12%, 08 - 18%; PAB = 0.5. What's the expected return on the minimum variance portfolio consisting of A and B? 11.43% 12.56% 10.55% 13.69%

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