Consider the following probability distribution for stocks A and B: 
The expected rate of return and standard deviation of the global minimum variance portfolio, G, are __________ and __________, respectively.
A) 10.07%; 1.05%
B) 8.97%; 2.03%
C) 10.07%; 3.01%
D) 8.97%; 1.05%
Correct Answer:
Verified
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