Consider two stocks, Stock D, with an expected return of 18 percent and a standard deviation...
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Consider two stocks, Stock D, with an expected return of 18 percent and a standard deviation of 33 percent, and Stock I, an international company, with an expected return of 6 percent and a standard deviation of 21 percent. The correlation between the two stocks is -0.19. What are the expected return and standard deviation of the minimum variance portfolio? Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Expected return Standard deviation % % Consider two stocks, Stock D, with an expected return of 18 percent and a standard deviation of 33 percent, and Stock I, an international company, with an expected return of 6 percent and a standard deviation of 21 percent. The correlation between the two stocks is -0.19. What are the expected return and standard deviation of the minimum variance portfolio? Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Expected return Standard deviation % %
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