Question: 3) Given the following: - Stock A standard deviation =0.45 Stock B standard deviation =0.32 If Stock A and Stock B are perfectly positively correlated,

3) Given the following: - Stock A standard deviation =0.45 Stock

3) Given the following: - Stock A standard deviation =0.45 Stock B standard deviation =0.32 If Stock A and Stock B are perfectly positively correlated, which portfolio combination represents the minimum variance portfolio? a. 100% Stock A b. 50% Stock A / 50% Stock B c. 100% Stock B d. 30% Stock A / 70\% Stock B

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