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PLEASE SOLVE USING EXCEL!!!! Suppose that the annual returns on two stocks (x and y) have a correlation of -100%. and Rx=6% and Ry=? and
PLEASE SOLVE USING EXCEL!!!! Suppose that the annual returns on two stocks (x and y) have a correlation of -100%. and Rx=6% and Ry=? and x=10% and y=30%.
Assume that the minimum variance portfolio return is 7%, find Ry?
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