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Refer to the table below: Expected return, E(R) Standard deviation, o Correlation 3 Doors, Inc. 20% 35 Down Co. 8% 19 .28 Using the information

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Refer to the table below: Expected return, E(R) Standard deviation, o Correlation 3 Doors, Inc. 20% 35 Down Co. 8% 19 .28 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.) Expected retum Standard deviation 9.73% 50.91%

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