Question: Refer to the table below. 3 Doors, Inc. Down Co. Expected return, E ( R ) 21 % 6.5 % Standard deviation, 36 20 Correlation
| Refer to the table below. |
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| 3 Doors, Inc. |
| Down Co. | |||||||||
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| Expected return, E (R) | 21 | % |
| 6.5 | % | |||||||
| Standard deviation, | 36 |
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| 20 |
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| Correlation |
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| .51 |
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| Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the "%" sign in your response.) |
| Expected return | % |
| Standard deviation | % |
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