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1)Supposethattheannualreturnsontwosharesareperfectlynegativelycorrelatedandthat =0.07, = 0.20, = 0.12 , and = 0.5. Assuming that there are no arbitrage opportunities, by using the Goal Seek function (excel) calculate

1)Supposethattheannualreturnsontwosharesareperfectlynegativelycorrelatedandthat =0.07,

= 0.20, = 0.12 , and = 0.5. Assuming that there are no arbitrage opportunities, by using

the Goal Seek function (excel) calculate the weight (proportion) of the two assets that produce the lowest portfolio variance? (Use the Goal Seek function)

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