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Consider the following probability distribution for stocks A and B: ...

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Finance

Consider the following probability distribution for stocks A and B:

State Probability Return on Stock A Return on Stock B
1 0.10 10% 8%
2 0.20 13% 7%
3 0.20 12% 6%
4 0.30 14% 9%
5 0.20 15% 8%

The expected rate of return and standard deviation of the global minimum variance portfolio, G, are __________ and __________, respectively.

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