Standard deviation on the minimum variance portfolio

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Reference no: EM131532590

Refer to the table below: Stock A Stock B Expected return 20% 8% Standard deviation 35 19 Correlation .28 Using the information provided on the two stocks above, find the expecter return and standard deviation on the minimum variance portfolio. (Don't round intermediate calculations. Enter your answer as a percent rounded to two decimal places.) Expected return % _________ Standard deviation _____________

Reference no: EM131532590

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