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The stock of Bruin, Inc., has an expected return of 16 percent and a standard deviation of 31 percent. The stock of Wildcat Co. has

The stock of Bruin, Inc., has an expected return of 16 percent and a standard deviation of 31 percent. The stock of Wildcat Co. has an expected return of 11 percent and a standard deviation of 46 percent. The correlation between the two stocks is .31. Calculate the expected return and standard deviation of the minimum variance portfolio.

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