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The stock of Bruin, Incorporated, has an expected return of 1 4 percent and a standard deviation of 4 2 percent. The stock of Wildcat

The stock of Bruin, Incorporated, has an expected return of 14 percent and a standard deviation of 42 percent. The stock of Wildcat Company has an expected return of 12 percent and a standard deviation of 57 percent. The correlation between the two stocks is 0.25. Calculate the expected return and standard deviation of the minimum variance portfolio.

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