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Refer to the table below. 3 Doors, Inc. Down Co. Expected return, E ( R ) 22 % 7.5 % Standard deviation, 37 21 Correlation
Refer to the table below. |
3 Doors, Inc. | Down Co. | |||||||||||
Expected return, E (R) | 22 | % | 7.5 | % | ||||||||
Standard deviation, | 37 | 21 | ||||||||||
Correlation | .54 | |||||||||||
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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