Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 30 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 38 percent. The correlation between the two stocks is -0.5. What is the weight of stock D in the minimum variance portfolio?

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 37 percent. The correlation between the two stocks is 0.3. What is the weight of stock D in the minimum variance portfolio?

The risk-free rate is 4.15 percent. What is the expected risk premium on this stock given the following information? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Probability of Rate of Return if State State of the Economy State of Economy Occurs Boom 0.35 20% Normal 6% 0.65