Assume that two stocks are available. The first stock (Stock A) has an expected return of 20% and a standard deviation of 18%; the second stock (Stock B) has and expected return of 10% a standard deviation of 9%. If the correlation between the stocks is 0.20, What are the weight of Stock A (WA) and Weight of Stock B(WB) in the minimum-variance port

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Assume that two stocks are available. The first stock (Stock A) has an expected return of 20% and a standard deviation of 18%; the second stock (Stock B) has and expected return of 10% a standard deviation of 9%. If the correlation between the stocks is 0.20, What are the weight of Stock A (WA) and Weight of Stock B(WB) in the minimum-variance portfolio?

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