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Stock A has a standard deviation of 7.17%. Stock B has a standard deviation of 9.08%. The
correlation between A and B is 0.6758 . What are the weights to achieve the minimum variance
portfolio for Stock A and Stock B ? Answer in decimal form to four decimal places.

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Stock A has a standard deviation of 717 Stock B has a sta.pdf

  • 1. Stock A has a standard deviation of 7.17%. Stock B has a standard deviation of 9.08%. The correlation between A and B is 0.6758 . What are the weights to achieve the minimum variance portfolio for Stock A and Stock B ? Answer in decimal form to four decimal places.