1. Consider two stocks, Stock D, with an expected return of 13
percent and a standard deviation of 26 percent, and Stock I, an
international company, with an expected return of 16 percent and a
standard deviation of 43 percent. The correlation between the two
stocks is -0.5. What is the weight of stock D in the minimum
variance portfolio? (Do not round intermediate
calculations. Round your answers to 4 decimal places.)
2. Consider two stocks, Stock D, with an...