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Stock 1 has an expected return of 10% and a standard deviation of 29%. Stock 2 has an expected return of 4% and a standard

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Stock 1 has an expected return of 10% and a standard deviation of 29%. Stock 2 has an expected return of 4% and a standard deviation of 22%. Their correlation is 0.28 . Part 1 Attempt 1/10 for 10 pts. What is the weight on stock 1 in the minimum variance portfolio? What is the expected return of the minimum variance portfolio? Part 3 Attempt What is the variance of the minimum variance portfolio? Part 4 Attempt What is the standard deviation of the minimum variance portfolio

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