Question: Question 39 4 pts Stock A has an expected return of 16% and a standard deviation of 31%. Stock B has an expected return of
Question 39 4 pts Stock A has an expected return of 16% and a standard deviation of 31%. Stock B has an expected return of 15% and a standard deviation of 18%. The risk-free rate is 3.3% and the correlation between Stock A and Stock B is 0.3. Build the optimal risky portfolio of Stock A and Stock B. What is the expected return on this portfolio? D Question 40 3 pts
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