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Consider two stocks, Stock D, with an expected return of 20 percent and a standard deviation...

Consider two stocks, Stock D, with an expected return of 20 percent and a standard deviation of 35 percent, and Stock I, an international company, with an expected return of 8 percent and a standard deviation of 23 percent. The correlation between the two stocks is −.21. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)

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jeff jeffy answered 2 years ago
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