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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,
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 is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
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