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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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