Find the expected return and standard deviation on the


3 Doors, Inc. Down Co.

Expected return, E (R) 13 % 6.5 %

Standard deviation, σ 25 16

Correlation .37

Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

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Financial Management: Find the expected return and standard deviation on the
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