Question: Bookmark Two stocks A and B have return and risk information: E(rA) = 8%, E(rB) = 10%; A = 12%, B = 15%; AB =

Bookmark Two stocks A and B have return and risk information: E(rA) = 8%, E(rB) = 10%; A = 12%, B = 15%; AB = 0.6. The two stocks are used to construct a minimum variance portfolio. Answer the following questions:What is the expected return of the minimum variance portfolio?

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