Refer to the table below: Expected return, E(R) Standard deviation, o Correlation 3 Doors, Inc. 18% 33 Down Co. 6% 17 0.22 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.) Expected Return = Standard Deviation = QUESTION 19 You combine a set of assets using different weights such that you produce the following results. Portfolio A Expected return 9% 14 12 B Standard deviation 11 % 16 13 8 D 7 11 14 Which one of these portfolios CANNOT be a Markowitz efficient portfolio? B E A