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Consider two stocks, Stock D, with an expected return of 13 percent and a standard...

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Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 25 percent, and Stock I, an International company, with an expected return of 16 percent and a standard deviation of 43 percent. The correlation between the two stocks is -0.2. What is the weight of stock in the minimum variance portfolio? (Do not round Intermediate calculations. Round your answers to 4 decimal places.) QUESTION 3 Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 33 percent, and Stock Ian international company, with an expected return of 16 percent and a standard deviation of 38 percent. The correlation between the two stocks is 0.7 What is the weight of stock D in the minimum variance portfolio? (Do not round Intermediate calculations. Round your answers to 4 decimal places)

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