Stock a has an expected return of 12 and a standard, Ask an Expert

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Stock A has an expected return of 12% and a standard deviation of 10.5%, and Stock B has an expected return of 20% and a standard deviation of 27.2%. The correlation coefficient between the two stock is -0.2. In order to produce the minimum risk portfolio, what percentage of the portfolio is invested in Stock B?

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Financial Management, Finance

Category:- Financial Management
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