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Consider two stocks, Stock D with an expected return of 21 percent and a standard deviation of 37 percent and Stock I, an international company,
Consider two stocks, Stock D with an expected return of 21 percent and a standard deviation of 37 percent and Stock I, an international company, with an expected return of 7 percent and a standard deviation of 17 percent. The correlation between the two stocks is - 10. What is the weight of each stock in the minimum variance portfolio? (Round your answer to 4 decimal places.) Weight of Stock D Weight of Stock 1
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