Question: Question 14 (1 point) Consider the following probability distribution for stocks A and B: 10 State Probability Return on Stock A Return on Stock B

Question 14 (1 point) Consider the following probability distribution for stocks A and B: 10 State Probability Return on Stock A Return on Stock B 1 0.10 % 8 % 2 0.20 13 % 7 % 0.20 12 % 6 % 0.30 14 % 9 % 5 0.20 15 % 8 % AW The expected rate of return and standard deviation of the global minimum variance portfolio, G, are and respectively. 10.07%; 1.05% 8.97%; 2.03% 10.07%; 3.01% 8.97%; 1.05%

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