1 2 4 5 6 G Br 9 100 11 120 130 14 15 24 17 180 19 250 260 20 270 281 210 29 23 30 31 320 33 340 350 360 375 38 390 47 400 43 456 46 A Moving to another question will save this response. Question 20 of 47 Question 20 2 points Save Answer An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 15%, 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 is 18% and 10% respectively. The expected return on the minimum-variance portfolio is approximately 14.5% 13.6% 14% 12.8% Moving to another question will save this response. Question 20 of 47 13