Question: 5 Consider two stocks, Stock D, with an expected return of 17 percent and a standard deviation of 33 percent, and Stock I, an international

5 Consider two stocks, Stock D, with an expected return of

5 Consider two stocks, Stock D, with an expected return of 17 percent and a standard deviation of 33 percent, and Stock I, an international company, with an expected return of 8 percent and a standard deviation of 13 percent. The correlation between the two stocks is -.10. What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.) 10 points Answer is complete but not entirely correct. 15.7690 X Weight of Stock D Weight of Stock ! 84.2300 X

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