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Consider two stocks, Stock D, with an expected return of 15 percent and a standard deviation of 31 percent, and Stock I, an international company, with an expected return of 6 percent and a standard deviation of 11 percent. The correlation between the two stocks is –.04. What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Weight of Stock D

Weight of Stock I Consider two stocks, Stock D, with an expected return of 15 percent and a standard deviation of 31 percent, and Stock I, an international company, with an expected return of 6 percent and a standard deviation of 11 percent. The correlation between the two stocks is –.04. What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Weight of Stock D

Weight of Stock I

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Financial Management, Finance

Category:- Financial Management
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