Stock A has an expected return of 10% and standar deviation of 20%. Stock B has an expected return of 15% and standard d

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answerhappygod
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Stock A has an expected return of 10% and standar deviation of 20%. Stock B has an expected return of 15% and standard d

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Stock A has an expected return of 10% and standar deviation of
20%. Stock B has an expected return of 15% and standard deviation
of 25%. The minimum variance portfolio (MVP) consisting of Stocks A
and B has an expected return of 12% and a standard deviation of 5%.
The risk-free rate equals 3%. The correlation between Stocks A and
B equals________
A) +1
B) –1
C) Less than +1 and greater than –1
D) Cannot determine without more data
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