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Question 9 Suppose a is a sample from a random variable A and b is a sample from a random variable B with variances v

Question 9 Suppose a is a sample from a random variable A and b is a sample from a random variable B with variances v and w respectively. What weighted average xa + (1 - x)b with x E [0,1] minimizes the variance of xa + (1 - x)b

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