Question: Problem 11-16 Minimum Variance Portfolio (LO4, CFA4) Consider two stocks. Stock D, with an expected return of 14 percent and a standard deviation of 26

Problem 11-16 Minimum Variance Portfolio (LO4, CFA4) Consider two stocks. Stock D, with an expected return of 14 percent and a standard deviation of 26 percent, and Stock Ian 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 complete but not entirely correct. Weight of Stock Weight of Stock 17399 17359

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