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There are two stocks, A and B. Stock A has an expected return of 10.0% per year with a variance of 0.04. Stock B has

There are two stocks, A and B. Stock A has an expected return of 10.0% per year with a variance of 0.04. Stock B has an expected return of 8.0% per year with a variance of 0.02. The stocks have a correlation coefficient of 0.40 and the risk-free rate is 2.5% per year.

Find the weight of Stock A in the minimum-variance risky portfolio.

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