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Portfolio Bravo has expected return of 6.79% and a standard deviation of 8.63%. Portfolio Charlie has expected return of 6.16% and standard deviation of 8.14%.

Portfolio Bravo has expected return of 6.79% and a standard deviation of 8.63%. Portfolio Charlie has expected return of 6.16% and standard deviation of 8.14%. If the correlation between Bravo and Charlie is 90%, what is the optimal weight for Portfolio Bravo for the minimum variance portfolio?

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