从题目内容的哪里能看出ωA和ωB都是50%?
Assume the following information for stocks A and B. Expected return on Stock A = 18% Expected return on Stock B = 23% Correlation between returns of Stock A and Stock B = 0.10 Standard deviation of returns on Stock A = 40% Standard deviation of returns on Stock B = 50% The expected return and standard deviation of an equally weighted portfolio of stocks A and B are closest to: