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Refer to the table below: Expected return, E(R) Standard deviation, o Correlation 3 Doors, Inc. 16% 31 Down Co. 9% 19 .40 Using the
Refer to the table below: Expected return, E(R) Standard deviation, o Correlation 3 Doors, Inc. 16% 31 Down Co. 9% 19 .40 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 return Standard deviation % %
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Fundamentals of Investments, Valuation and Management
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
8th edition
1259720697, 1259720691, 1260109437, 9781260109436, 978-1259720697
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