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Stocks A and B are the only two assets in a portfolio. Stock A has an expected return of -5% and a volatility of 2%. Stock B has an expected return of 8% and a volatility of 20%. The correlation between Stocks A and B is 0.5. A minimum variance portfolio is created and has expected return of R and a volatility of V. Calculate R+V. O A. Less than -0.3% O B.-3% to -2% O C. -2% to -1% O D.-1% to 0% O E. More than 0% Stocks A and B are the only two assets in a portfolio. Stock A has an expected return of -5% and a volatility of 2%. Stock B has an expected return of 8% and a volatility of 20%. The correlation between Stocks A and B is 0.5. A minimum variance portfolio is created and has expected return of R and a volatility of V. Calculate R+V. O A. Less than -0.3% O B.-3% to -2% O C. -2% to -1% O D.-1% to 0% O E. More than 0%