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Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10% 8 2 0.20 13 79 3 0.20 120 6 4 0.30 14% 9° 5 0.20 15% 8% The

Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10% 8 2 0.20 13 79 3 0.20 120 6 4 0.30 14% 9° 5 0.20 15% 8% The expected rate of return and standard deviation of the global minimum variance portfolio, G, are and , respectively. A. 10.07%; 1.05% B. 8.97%; 2.03% C. 10.07%; 3.01% D. 8.97%; 1.05%

Apr 17 2021 View more View Less

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