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Business, 05.12.2019 02:31 Lolmickles968

An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of return on stock a is 24%, while the standard deviation on stock b is 14%. the correlation coefficient between the returns on a and b is .35. the expected return on stock a is 25%, while on stock b it is 11%. the proportion of the minimum-variance portfolio that would be invested in stock b is approximately

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