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Two stocks are available. The corresponding expected rates of return are r bar_1 and r bar_2: the corresponding variances and covariances are sigma^2_1, sigma^2_2, and

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Two stocks are available. The corresponding expected rates of return are r bar_1 and r bar_2: the corresponding variances and covariances are sigma^2_1, sigma^2_2, and sigma_12. What percentages of total investment should be invested in each of the two stocks to minimize the total variance of the rate of return of the resulting portfolio? What is the mean rate of return of this portfolio

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