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3 Doors, Inc. Down co. Expected Return, E(R) 12% 13% Standard Deviation 30 15 Correlation 0.36 Refer to the table below: Using the information provided
3 Doors, Inc. | Down co. | ||
Expected Return, E(R) | 12% | 13% | |
Standard Deviation | 30 | 15 | |
Correlation | 0.36 |
Refer to the table below:
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.)
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