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Refer to the table below: Stock A Stock B Expected return 20% 8% Standard deviation 35 19 Correlation .28 Using the information provided on the
Refer to the table below:
Stock A Stock B
Expected return 20% 8%
Standard deviation 35 19
Correlation .28
Using the information provided on the two stocks above, find the expecter return and standard deviation on the minimum variance portfolio. (Don't round intermediate calculations. Enter your answer as a percent rounded to two decimal places.)
Expected return % _________
Standard deviation _____________
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