Weight of each stock in the minimum variance portfolio

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Reference no: EM131927974

Consider two stocks, Stock D, with an expected return of 19 percent and a standard deviation of 34 percent, and Stock I, an international company, with an expected return of 7 percent and a standard deviation of 22 percent. The correlation between the two stocks is –0.20. What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Reference no: EM131927974

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