Consider the following probability distribution for stocks A and B: Return on StockReturn on Stock State...

  

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Consider the following probability distribution for stocks A and B: Return on StockReturn on Stock State Probability A B 12345 0.10 10% 8% 0.20 13% 7% 0.20 12% 6% 0.30 14% 9 % 0.20 15% 8% The expected rate of return and standard deviation of the global minimum variance portfolio, G, are and respectively. Consider the following probability distribution for stocks A and B: Return on StockReturn on Stock State Probability A B 12345 0.10 10% 8% 0.20 13% 7% 0.20 12% 6% 0.30 14% 9 % 0.20 15% 8% The expected rate of return and standard deviation of the global minimum variance portfolio, G, are and respectively.