Question: Stock A Expected return= 0.28, standard deviation = 0.40 Stock B Expected return= 0.16, standard deviation = 0.25 If stock A and stock B have

Stock A Expected return= 0.28, standard deviation = 0.40
Stock B Expected return= 0.16, standard deviation = 0.25
If stock A and stock B have a positive correlation of 0.48, which portfolio represent the minimum variance portfolio?

(1) Weight of Stock A in the minimum variance portfolio: _____

(2) Weight of Stock B in the minimum variance portfolio: ____

(3) The expected return and standard deviation of this minimum variance portfolio: ______ and ________

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