Stock a has expected return of 1250 percent and standard


Stock A has an expected return of 12.50 percent and a standard deviation of 25.50 percent. Stock B has an expected return of 7.25 percent and a standard deviation of 30.45 percent. The correlation coefficient between Stock A and B is 0.67. A portfolio invested 35 percent in Stock A and 65 percent in Stock B is formed. If you wish to form the least-risky portfolio consisting of these two stocks, the fraction of this portfolio that should be invested in Stock B is estimated to be ______, and the standard deviation of this portfolio is estimated to be ________.

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Financial Management: Stock a has expected return of 1250 percent and standard
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