Problem 11-19 Minimum Variance Portfolio (LO4, CFA4) The stock of Bruin, Inc., has an expected...
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Problem 11-19 Minimum Variance Portfolio (LO4, CFA4) The stock of Bruin, Inc., has an expected return of 22 percent and a standard deviation of 37 percent. The stock of Wildcat Co. has an expected return of 12 percent and a standard deviation of 52 percent. The correlation between the two stocks is 49. Calculate the expected return and standard deviation of the minimum variance portfolio. (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation %
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