Question: Asset A's log-returns are normally distributed with mean 10% and standard deviation of 30%. Asset B's log-returns are normally distributed with mean 5% and standard

Asset A's log-returns are normally distributed with mean 10% and standard deviation of 30%. Asset B's log-returns are normally distributed with mean 5% and standard deviation of 10%. Assume that the log-returns between these two assets have a correlation of 0. The investor has the following utility function: U(W) = 2W0.5. Compute the weight of Asset A in the minimum variance portfolio. Group of answer choices 0.18 0.36 -0.78 0.10

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