Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 30 percent, and Stock I, an international company, with an expected return of 16 percent and a standard...

Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 30 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 41 percent. The correlation between the two stocks is 0.4. What is the weight of stock D in the minimum variance portfolio?