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you decide to create a two stock portfolio of stocks A and B, calculate the correlation between the two stocks and the standard deviation of
you decide to create a two stock portfolio of stocks A and B, calculate the correlation between the two stocks and the standard deviation of each stock. use this information to determine the expected return and standard of the minimum variance portfolio between the two securities. please show your work
time | A | B |
1 | 18.56 | 12.28 |
2 | 15.12 | 15.82 |
3 | 14.12 | 12.58 |
4 | -1.57 | -9.36 |
5 | 13.16 | 12.45 |
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