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suppose the mean returns for stock YINN, TQQQ and SPY are -0.01,0.01 and 0.008 and the variances for the three stocks are 0.005, 0.004 and

suppose the mean returns for stock YINN, TQQQ and SPY are -0.01,0.01 and 0.008 and the variances for the three stocks are 0.005, 0.004 and 0.003. lets also assume the correlation between any of the two stocks is zero, calculate the mean variance efficent portfolio weight

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