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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. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
Expected return | % |
Standard deviation | % |
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