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Lecture 6 questions: 2. Two stocks A and B have return and risk information: E(A) -8%, E(TB) - 10%;0A - 12%, OB - 15%; PAB=0.6.

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Lecture 6 questions: 2. Two stocks A and B have return and risk information: E(A) -8%, E(TB) - 10%;0A - 12%, OB - 15%; PAB=0.6. The two stocks are used to construct a minimum variance portfolio. Answer the following questions: 2.1. (0.75 pt) What is the weight of stock A of the minimum variance portfolio

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