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Business, 27.11.2019 20:31 liloleliahx2

An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of return on stock a is 20%, while the standard deviation on stock b is 15%. the correlation coefficient between the returns on a and b is 0%. the rate of return for stocks a and b is 20% and 10% respectively. the standard deviation of return on the minimum-variance portfolio is

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