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Part A What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below.

Part A

What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below.

Stock X

Stock Y

Mean Return

20.0%

15.00%

Variance

.10

.070

Sigma

Covariance of returns

-.020

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