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Apple has an expected return of 5% and a standard deviation of 3%. Microsoft has an expected return of 4% and a standard deviation of
Apple has an expected return of 5% and a standard deviation of 3%. Microsoft has an expected return of 4% and a standard deviation of 2%. The correlation between Apple and Microsoft is 0.7. An efficient portfolio with standard deviation 2.5% must have a portfolio weight on Apple, what is w in this instance?
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