Stock ABC has an expected return of 15 % and a standard deviation of 41...
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Accounting
Stock ABC has an expected return of 15 % and a standard deviation of 41 %. Stock XYZ has an expected return of 6 % and a standard deviation of 10 %. The correlation between the assets is .09. What is standard deviation of the minimum variance portfolio?
a.
11.44%
b.
17.66%
c.
17.04%
d.
17.40%
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