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Consider the Following Probability Distribution for Stocks a and B

Question 57

Multiple Choice

Consider the following probability distribution for stocks A and B: Consider the following probability distribution for stocks A and B: Let G be the global minimum variance portfolio.The weights of A and B in G are __________ and __________, respectively. A) 0.40; 0.60 B) 0.66; 0.34 C) 0.34; 0.66 D) 0.77; 0.23 E) 0.23; 0.77 Let G be the global minimum variance portfolio.The weights of A and B in G are __________ and __________, respectively.


A) 0.40; 0.60
B) 0.66; 0.34
C) 0.34; 0.66
D) 0.77; 0.23
E) 0.23; 0.77

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