Standard deviation of the minimum variance portfolio

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Reference no: EM131563589

Consider two stocks, Stock D, with an expected return of 20 percent and a standard deviation of 36 percent, and Stock I, an international company, with an expected return of 6 percent and a standard deviation of 16 percent. The correlation between the two stocks is –.01. What are the expected return and standard deviation of the minimum variance portfolio?

Expected return %

Standard deviation %

Reference no: EM131563589

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