Business
Business, 18.11.2019 23:31, SmokeyRN

Consider two stocks, stock d, with an expected return of 21 percent and a standard deviation of 37 percent, and stock i, an international company, with an expected return of 7% and a standard deviation of 17 percent. the correlation between the two stocks is โ€“0.10. what are the expected return and standard deviation of the minimum variance portfolio?

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Consider two stocks, stock d, with an expected return of 21 percent and a standard deviation of 37 p...

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