Calculate the expected return and standard deviation

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Reference no: EM13930035

The stock of Bruin, Inc., has an expected return of 17 percent and a standard deviation of 32 percent. The stock of Wildcat Co. has an expected return of 12 percent and a standard deviation of 47 percent. The correlation between the two stocks is .34. Calculate the expected return and standard deviation of the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

Expected return %

Standard deviation %

Reference no: EM13930035

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