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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

image text in transcribed 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. \begin{tabular}{l} \hline 68% \\ \hline 32% \\ \hline 50% \\ \hline 22% \end{tabular}

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