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Stock Expected Return Standard Deviation Correlation A 20 7.25 -0.8 B 14 6.4 Finding the minimum variance portfolio, find weight of Stock A and of

Stock Expected Return Standard Deviation Correlation
A 20 7.25 -0.8
B 14 6.4

Finding the minimum variance portfolio, find weight of Stock A and of Stock B, then find the portfolio expected return and portfolio standard deviation.

After computing these, What are the standard deviations and expected returns for the efficient set starting with the lowest return and standard deviation pair and ending with the highest return and standard deviation pair. (round to 2 decimal places and use whole percentages ie 12.88%, 9.40%, 18.22%, 14.87%)

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