What is weight of each stock in minimum variance portfolio

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Reference no: EM131025738

Consider two stocks, Stock D, with an expected return of 17 percent and a standard deviation of 33 percent, and Stock I, an international company, with an expected return of 8 percent and a standard deviation of 13 percent. The correlation between the two stocks is –.10. 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: EM131025738

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