Question: The return statistics for two stocks are given below: ABC1 Stock A Stock B 2Exp. return0.060.093Variance0.13690.07294St. dev.0.370.275Covariance0.0599 6Correlation0.6 What is the the standard deviation of

The return statistics for two stocks are given below:

ABC1 Stock AStock B2Exp. return0.060.093Variance0.13690.07294St. dev.0.370.275Covariance0.0599 6Correlation0.6

What is the the standard deviation of the minimum variance portfolio?

What is the standard deviation of an efficient portfolio with an expected return of 7%?

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