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4.You want to create a 100,000 portfolio comprised of stocks A and B given below. What are the weights that should be assigned to these
4.You want to create a 100,000 portfolio comprised of stocks A and B given below. What are the weights that should be assigned to these stocks to construct the portfolio with the lowest possible return variance?
stock a | stock b | |
expected return | 6% | 10% |
standard deviation | 10% | 15% |
correlation | -1 | -1 |
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