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Consider the following time series of returns for ABC stock and the S&P500 Index over 5 years. For ABC it's -6, 3, 5, 12, -15

Consider the following time series of returns for ABC stock and the S&P500 Index over 5 years. For ABC it's -6, 3, 5, 12, -15 and for S&P 500 it's -4, 2, 3, 6, -11. What is the minimum variance portfolio weight for ABC stock: (a) -0.55; (b) 0.91; (c) 0.36; (d) -1.66;

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