The stock of Bruin, Inc., has an expected return of 13 percent

jagguarpaw January 11, 2017 0 Comments

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Question: The stock of Bruin, Inc., has an expected return o…

The stock of Bruin, Inc., has an expected return of 13 percent and a standard deviation of 43 percent. The stock of Wildcat Co. has an expected return of 11 percent and a standard deviation of 37 percent. The correlation between the two stocks is .37. Calculate the expected return and standard deviation of the minimum variance portfolio.