Find the minimum variance portfolio combination

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Reference no: EM132504478

The expected return (ER) for Stock A is 45% and the expected return for Stock B is 32% while the standard deviation (SD) for A is 37% and the standard deviation for B is 29%. The CORR(A,B) equals 0.2.

Find the minimum variance portfolio combination.

Reference no: EM132504478

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