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Stocks A and B have had the following returns over the previous ve periods A B 1 3% 6% 2 1% 3% 3 0% -4%

Stocks A and B have had the following returns over the previous ve periods

A B

1 3% 6%

2 1% 3%

3 0% -4%

4 4% -6%

5 14% 4%

1.) What weight for Stock A would make the portfolio variance equal to 24.33?

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