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Consider the following probability distribution for stocks A and B:... Consider the following probability distribution for stocks A and B: STATE PROBABILITY STOCK A

Consider the following probability distribution for stocks A and B:... Consider the following probability distribution for stocks A and B: STATE PROBABILITY STOCK A (%) STOCK B (%) 1 0.1 10 2345 2 0.2 0.2 0.3 14 0.2 3215 7 9 8 1600 8 Calculate the weights of A and B in the global minimum variance portfolio.

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