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Consider two assets, stocks and gold, with a correlation coefficient of -1. The standard deviation of stocks is 15% and the standard deviation of gold

Consider two assets, stocks and gold, with a correlation coefficient of -1. The standard deviation of stocks is 15% and the standard deviation of gold is 7%.

Find the optimal weight of stocks that minimizes portfolio risk.

Group of answer choices

50%

32%

22%

68%

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