Question: Problem 11-14 Minimum Variance Portfolio (LO4, CFA4) Refer to the table below: 3 Doors, Inc Down Co Expected Return 13% 12% Standard deviation 25% 16%

Problem 11-14 Minimum Variance Portfolio (LO4, CFA4) Refer to the table below:

	3 Doors, Inc	Down Co
Expected Return	13%	12%
Standard deviation	25%	16%
Correlation	0.37

Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

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