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The stock of Bruin, Inc., has an expected return of 18 percent and a standard deviation of 37 percent. The stock of Wildcat Co. has
The stock of Bruin, Inc., has an expected return of 18 percent and a standard deviation of 37 percent. The stock of Wildcat Co. has an expected return of 11 percent and a standard deviation of 42 percent. The correlation between the two stocks is .42. Calculate the expected return and standard deviation of the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the "%" sign in your response.) |
Expected return | % |
Standard deviation | % |
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