An investor can design a risky portfolio based on two, Financial Management

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An investor can design a risky portfolio based on two

An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 25% while the standard deviation on stock B is 14%. The correlation coefficient between the return on A and B is 0.40. What is the standard deviation of return on the minimum variance portfolio?

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Financial Management: An investor can design a risky portfolio based on two

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Financial Management: An investor can design a risky portfolio based on two

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