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Suppose Intels stock has an expected return of 26% and a volatility of 50%, while Coca- Cola has an expected return of 6% and volatility

Suppose Intels stock has an expected return of 26% and a volatility of 50%, while Coca- Cola has an expected return of 6% and volatility of 25%. If these two stocks were perfectly negatively correlated (i.e., their correlation coefficient is 1), Calculate the portfolio weights that remove all risk (meaning the volatility of portfolio is 0).

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