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Assume Stocks A and B have the following characteristics: a. Suppose an investor holds a portfolio consisting of only Stock A and Stock B. Find

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Assume Stocks A and B have the following characteristics: a. Suppose an investor holds a portfolio consisting of only Stock A and Stock B. Find the portfolio weights, XA and XB, such that the variance of her portfolio is minimized. b. What is the expected return on the minimum variance portfolio

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