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Step by Step please! Thank you! (Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1, and there are

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(Singular) Suppose there are two stocks that are uncorrelated. Each of these has variance of 1, and there are expected returns are 71 and 72, respectively. The risk-free rate is rf. Find the portfolio of weights wi and w2 for the Markowitz (market) portfolio. Show that for some value of rf there is no Markowitz portfolio

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