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1. Consider two stocks A and B, with estimated parameters HA= 0.1, 0.05, ,-0.3, 2-0.1. = 0.15, determine 0.5,0, and-05. (a) (2 points) Suppose the
1. Consider two stocks A and B, with estimated parameters HA= 0.1, 0.05, ,-0.3, 2-0.1. = 0.15, determine 0.5,0, and-05. (a) (2 points) Suppose the investor requires an expected return the portfolios (w1 and w2) for each of the three scenarios: (b) (1 points) Assume = 0.5, determine the global minimum-variance portfolio
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