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Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 15% and a standard deviation of 27%.

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 15% and a standard deviation of 27%. B has an expected rate of return of 7% and a standard deviation of 13%. What are the weights of A and B in the minimum variance portfolio Whats the return for this minimum variance portfolio? (5 Marks)

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