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Calculate the expected return and standard deviation of the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the % sign in your

image text in transcribedCalculate the expected return and standard deviation of the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

The stock of Bruin, Inc., has an expected return of 14 percent and a standard deviation of 44 percent. The stock of Wildcat Co. has an expected return of 12 percent and a standard deviation of 38 percent. The correlation between the two stocks is .38. Calculate the expected return and standard deviation of the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the"%" sign in your response.) Expected return Standard deviation

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