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Problem 6-Create a two stock portfolio with minimum (nero) variance for the following data 10 points I-12% -28%, -14%, -20%, and pc--1 Prove that variance

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Problem 6-Create a two stock portfolio with minimum (nero) variance for the following data 10 points I-12% -28%, -14%, -20%, and pc--1 Prove that variance of the portfolio is zero using equation Wa+W20 + 2 W0;W[0012

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