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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.

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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.

0.40; 0.60

0.66; 0.34

0.77; 0.23

0.23; 0.77

0.34; 0.66

Giải thích

Chọn đáp án D