Question: ( 6 points / The returns of two stocks have expected values E ( x ) = 4 , E ( Y ) = 5

(6 points/ The returns of two stocks have expected values
E(x)=4,E(Y)=5
Var(x)=2,Var(Y)=4,Var(xY)=8
How much should I invest in each to have a portfolio with variance 50 that maximizes expected returns?
( 6 points / The returns of two stocks have

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