Question: i need the answer quickly 32. Suppose Stock A has an expected return of 15%, a standard deviation of 20%, and a Beta of 0.4
i need the answer quickly
32. Suppose Stock A has an expected return of 15%, a standard deviation of 20%, and a Beta of 0.4 while Stock B has an expected return of 25%, a standard deviation of 30% and a beta of 1.25, and the correlation between the two stocks is 0.25. What is the percent invested in Stock A to yield the minimum standard deviation portfolio containing Stock A and Stock B? a. 25% b. 50% c. 75% d. 90%
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