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Consider two stocks, Stock D, with an expected return of 15 percent and a standard deviation of 31 percent, and Stock I, an international company,
Consider two stocks, Stock D, with an expected return of 15 percent and a standard deviation of 31 percent, and Stock I, an international company, with an expected return of 6 percent and a standard deviation of 11 percent. The correlation between the two stocks is 0.04. What are the expected return and standard deviation of the minimum variance portfolio?
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