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2. 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...

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How do I solve this without knowing the expected returns of stock A and B?

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2. 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%. What is the expected return on the minimum-variance portfolio?

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