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The stock of Bruin, Inc., has an expected return of 25 percent and a standard deviation of 38 percent. The stock of Wildcat Co. has
The stock of Bruin, Inc., has an expected return of 25 percent and a standard deviation of 38 percent. The stock of Wildcat Co. has an expected return of 12 percent and a standard deviation of 43 percent. The correlation between the two stocks is .43. Calculate the expected return and standard deviation of 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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