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Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 29 percent, and Stock I, an international company,
Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 29 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 36 percent. The correlation between the two stocks is -0.2. What is the weight of stock D in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
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