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18 of 33 MOS Given two securities X and Y with correlation 03. X has...

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18 of 33 MOS Given two securities X and Y with correlation 03. X has an expected rate of retum of 9% and a variance of 3%. Y has an expected rate of return of 14% and variance of 4%. What is the expected return in and the standard deviation omin of the global minimum variance portfolio formed from these two risky securities X and Y Oa min equals 10 34%, in equals 16 87% Ob min equals 11 13%, omnequals 13 2596 Ocmin equals 12 60% min equals 18 20% Od meinequals 13.34%, Omin equals 19.02% Oe None of the choices is correct Unsure 18 of 33 MOS Given two securities X and Y with correlation 03. X has an expected rate of retum of 9% and a variance of 3%. Y has an expected rate of return of 14% and variance of 4%. What is the expected return in and the standard deviation omin of the global minimum variance portfolio formed from these two risky securities X and Y Oa min equals 10 34%, in equals 16 87% Ob min equals 11 13%, omnequals 13 2596 Ocmin equals 12 60% min equals 18 20% Od meinequals 13.34%, Omin equals 19.02% Oe None of the choices is correct Unsure

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