An investor can design a risky portfolio based on two stocks, a and b. the standard deviation of return on stock a is 24%, while the standard deviation on stock b is 14%. the correlation coefficient between the returns on a and b is .35. the expected return on stock a is 25%, while on stock b it is 11%. the proportion of the minimum-variance portfolio that would be invested in stock b is approximately

so i don't know what video you're talking about, but here's some stuff steve jobs gave as advice.

- love what you do.

- the worst thing that could happen might turn out to be the best thing that could happen.

- follow your heart and trust it knows where it's going.

commercial banking

provide online payment services

provide online banking

asset management firms

invest in people's funds in securities

accept tax return refunds

answer(b) revenue account which increases;