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Consider two stocks, Stock D, with an expected return of 19 percent and a standard deviation...

Consider two stocks, Stock D, with an expected return of 19 percent and a standard deviation of 34 percent, and Stock I, an international company, with an expected return of 7 percent and a standard deviation of 22 percent. The correlation between the two stocks is −.20. 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.)

Expected Return:________%

Standard Deviation:_________%

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jeff jeffy answered 2 years ago
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