Question: Given the following: Stock A Expected return =0.25, standard deviation =0.20 Stock B Expected return =0.12, standard deviation =0.18 If stock A and stock B

Given the following: Stock A Expected return =0.25, standard deviation =0.20 Stock B Expected return =0.12, standard deviation =0.18 If stock A and stock B have a positive correlation of 0.58 , which portfolio represents the minimum variance portfolio? a) Weight of Stock A in the minimum variance portfolio: b) Weight of Stock B in the minimum variance portfolio: c) The expected return and standard deviation of this minimum variance portfolio: and

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