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1. Given the following relationship between two stocks, Tx and ry: rx = 3-5ry (1) Find the minimum variance portfolio (MVP) by investing stocks

1. Given the following relationship between two stocks, Tx and ry: rx = 3-5ry (1) Find the minimum variance portfolio (MVP) by investing stocks x and y. (10%) (2) Calculate the expected return and standard deviation of the MVP. (10%)

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