Question: You are attempting to construct a minimum variance portfolio (MVP) with two well- diversified funds, S and B. The following table contains relevant information: Determine

You are attempting to construct a minimum variance (MVP) with two well- diversified funds, S and B. The following table contains relevant information:

Determine the expected return and standard deviation of the MVP consisting of funds S and B.

Expected Standard Expected Ren un etum eviation of Returms 2090 30% 12% 1590 Correlation of S and B-0.10

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