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?

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?