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Uncorrelated assets A and B have standard deviation of return 0.3 and 0.4 respectively. If a denotes the proportion invested in A, which value of

Uncorrelated assets A and B have standard deviation of return 0.3 and 0.4 respectively. If a denotes the proportion invested in A, which value of a leads to the Minimum Variance Portfolio?

A. 0.55

B. 0.64

C. 0.12

D. 0.80

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