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Refer to the table below: 3 Doors, Inc. Expected return, E(R) 12% Down Co. 13% Standard deviation, σ Correlation 30 15 0.36 Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation 13.00 % 1.90%

Refer to the table below: 3 Doors, Inc. Expected return, E(R) 12% Down Co. 13% Standard deviation, σ Correlation 30 15 0.36 Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation 13.00 % 1.90%

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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Refer to the table below: 3 Doors, Inc. Expected return, E(R) 12% Down Co. 13% Standard deviation, σ Correlation 30 15 0.36 Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation 13.00 % 1.90%
Transcribed Image Text:Refer to the table below: 3 Doors, Inc. Expected return, E(R) 12% Down Co. 13% Standard deviation, σ Correlation 30 15 0.36 Using the information provided on the two stocks in the table above, find the expected return and standard deviation on the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation 13.00 % 1.90%
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