Stock A’s expected return and variance are 0.12 and 0.0424, respectively. Stock ...
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Stock A’s expected return and variance are 0.12 and 0.0424, respectively. Stock B’s expected return and variance are 0.25 and 0.1234, respectively. The two securities have a correlation coefficient of 0.55. What are the weights of securities A and B, w(A) and w(B), in the MVP?
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