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The stock of Bruin, Incorporated, has an expected return of 1 6 percent and a standard deviation of 3 8 percent. The stock of Wildcat

The stock of Bruin, Incorporated, has an expected return of 16 percent and a standard deviation of 38 percent.
The stock of Wildcat Company has an expected return of 13 percent and a standard deviation of 53 percent. The
correlation between the two stocks is 0.20. Calculate the expected return and standard deviation of the minimum
variance portfolio.
Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.
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