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Suppose that the variance of a portfolio is a function of w: Var(Rp) = 100(1-w)2+400w2. What is the value of w that minimizes the variance?!

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Suppose that the variance of a portfolio is a function of w: Var(Rp) = 100(1-w)2+400w2. What is the value of w that minimizes the variance?! 1/4 1/3

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