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Stock 1 has a expected return of 12% and a standard deviation of 15%. Stock 2...

Stock 1 has a expected return of 12% and a standard deviation of 15%. Stock 2 has a expected return of 10% and a standard deviation of 12%. Correlation between the two stocks is 0.3. What is the investment proportion of stock 1 in the minimum variance portfolio?

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jeff jeffy answered 2 years ago
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