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The stock of Bruin, Inc., has an expected return of 22 percent and a standard deviation...

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.

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