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Problem 11-14 Minimum Variance Portfolio (LO4, CFA4) 5 Refer to the table below Dades IRE Expected return; E(R) Standard deviation Correlation 61 12 .22 apped

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Problem 11-14 Minimum Variance Portfolio (LO4, CFA4) 5 Refer to the table below Dades IRE Expected return; E(R) Standard deviation Correlation 61 12 .22 apped Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places) eBook Print erences Expected retum Standard deviation Next > 56

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