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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,

image text in transcribed 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 -0.01 . 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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