Question: posted this answer twice and was wrong.. plesse make sure its correct this time Consider two stocks, Stock D, with an expected return of 14

posted this answer twice and was wrong.. plesse make sure its correct this time

Consider two stocks, Stock D, with an expected return of 14 percent and a standard deviation of 26 percent, and Stockl, an International company, with an expected return of 7 percent and a standard deviation of 17 percent. The correlation between the two stocks is -15. What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is not complete. Weight of Stock Weight of Stock 67 7300 N

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