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Refer to the table below. 3 Doors, Inc. Down Co. Expected return, E ( R ) 15 % 5.5 % Standard deviation, 30 14 Correlation
Refer to the table below. |
3 Doors, Inc. | Down Co. | ||||||||||
Expected return, E (R) | 15 | % | 5.5 | % | |||||||
Standard deviation, | 30 | 14 | |||||||||
Correlation | .33 | ||||||||||
Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the "%" sign in your response.) |
Expected return | % |
Standard deviation | % |
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