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The following table shows risk and return measures for Coca-Cola and Intel. Stock Expected Return Volatility Coca-Cola 13.6% 15.4% Intel 15% 23% The correlation coefficient

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The following table shows risk and return measures for Coca-Cola and Intel. Stock Expected Return Volatility Coca-Cola 13.6% 15.4% Intel 15% 23% The correlation coefficient between the returns of Coca-Cola and Intel is 0.27. What is the volatility of the minimum-variance portfolio consisting of Coca-Cola and Intel? Assume there are no short-sale restrictions

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