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Consider two stocks, Stock D, with an expected return of 12 percent and a standard deviation of 30 percent, and Stock lan International company, with
Consider two stocks, Stock D, with an expected return of 12 percent and a standard deviation of 30 percent, and Stock lan International company, with an expected return of 10 percent and a standard deviation of 15 percent. The correlation between the two stocks is -0.13. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) % Expected return Standard deviation %
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