The correlation between the two stocks is -15 what are the


Consider two stocks, Stock D, with an expected return of 14 percent and a standard deviation of 26 percent, and Stock I, an international company, with an expected return of 7 percent and a standard deviation of 17 percent. The correlation between the two stocks is -.15. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

Expected return

Standard deviation

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