Question: What is the Standard deviation ? Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 31 percent,
What is the Standard deviation ? Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 31 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 42 percent. The correlation between the two stocks is 0.10. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)
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