Consider two stocks, Slock D, With an expected retum of 13 percent and a standard deviation of 30 percent, and Stock 1, an international company. with an expected retum of 16 percent and a standard deviation of 38

percent. The correlation between the two stocks is -0.5. What is the weight of stock D in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

- The main the She ODM De