Business, 24.05.2021 16:50 vasquez8518

Stock X and Stock Y have a correlation coefficient of 0. Stock X has an expected return of 50% and a standard deviation of 15%. Stock Y has an expected return of 24% and a standard deviation of 20%. Which of the following could be the minimum standard deviation of a portfolio that has a non-zero percentage of each of these two stocks? (Assume that no stocks other than X and Y can be invested in this portfolio.) a. 43.5%
b. 0%
c. 10%
d. 15%
e. 16%

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