Question: Expected return, E ( R ) 22 % 7.5 % Standard deviation, 37 21 Correlation .54 Using the information provided on the two stocks in

Expected return, E (R) 22 % 7.5 %

Standard deviation, 37 21

Correlation .54

Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio.

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