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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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