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5. (Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1 , and there are expected returns are r1

image text in transcribed 5. (Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1 , and there are expected returns are r1 and r2, respectively. The risk-free rate is rf. Find the portfolio of weights w1 and w2 for the Markowitz (market) portfolio. Show that for some value of rf there is no Markowitz portfolio

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