Question: Asset A: Expected Return (15%), Standard Deviation (20%) Asset B: Expected Return (25%), Standard Deviation (35%) Correlation of Returns = 0.4 What's the expected return

Asset A: Expected Return (15%), Standard Deviation (20%)

Asset B: Expected Return (25%), Standard Deviation (35%)

Correlation of Returns = 0.4

What's the expected return of the minimum variance portfolio?

a) 15.00%

b) 16.13%

c) 18.58%

d) 25.00%

e) None of the above.

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