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Consider two stocks, Stock D, with an expected return of 21 percent and a standard deviation of 37 percent, and Stock I, an international company,
Consider two stocks, Stock D, with an expected return of 21 percent and a standard deviation of 37 percent, and Stock I, an international company, with an expected return of 7 percent and a standard deviation of 17 percent. The correlation between the two stocks is -0.10 . What is the weight of each stock in the minimum variance portfolio? Note: Do not round intermediate calculations. Round your answers to 4 decimal places
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