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Problem 11-14 Minimum Variance Portfolio (LO4, CFA4) Refer to the table below: 3 Doors, Inc. 198 Down Co. 78 Expected return, E(R) Standard deviation, o

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Problem 11-14 Minimum Variance Portfolio (LO4, CFA4) Refer to the table below: 3 Doors, Inc. 198 Down Co. 78 Expected return, E(R) Standard deviation, o Correlation 18 0.25 eBook Print 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.) ferences Expected return Standard deviation 8.75 % 7.66 %

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