Question: There are two stocks, and the expected returns on both of these stocks are 6%. Their volatilities are 15% and 20%, and their return correlation

There are two stocks, and the expected returns on both of these stocks are 6%. Their volatilities are 15% and 20%, and their return correlation is 0.225. The risk-free rate is 2%. What is the expected return on the minimum variance portfolio created using the two stocks?

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