View previous attempt MC Qu. 42 An investor can design a risky portfolio... An Investor can design a risky portfolio based on two stocks, A ond B. The standard deviation of return on stock A is 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A and B ls 20% and 10% respectively. The standard deviation of return on the minimum.variance portfolio is 1 Multiple Choice inoon ON 6%