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 20%, while the standard deviation on stock B is 15%. The correlation coefficient between the returns on A and B is 0%. The expected return on the minimum-variance portfolio is approximately _________.

A. 10% B. 13.6% C. 15% D. 19.41% E. None of the above

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