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Honeywell (HON) and United Technologies Inc. (UTI) are two leading aerospace defense contractors.  HON has an expected...

Honeywell (HON) and United Technologies Inc. (UTI) are two leading aerospace defense contractors.  HON has an expected return of 16% and a standard deviation of 52%. UTI has an expected return of 13% and a standard deviation of 48%. The correlation between the two companies is .65. Determine the weights of the minimum variance portfolio? Also, calculate the expected return and the standard deviation of the minimum variance portfolio.

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