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%
E)none of the above

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The Answer of 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%
E)none of the above

The Expected Rate of Return and Standard Deviation of the Global