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Optimal weights to stocks - Portfolio variance minimization

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Suppose you hold 2 stocks in your portfolio, which have same variance (the covariance is any number) You want to minimize the portfolio variance (don't care about the mean) What will be the optimal weights?

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Solution Summary

The solution shows calculation of portfolio variance and calculation of weights for minimization.

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Hi,

Please see response to your posting as given below. ***************************************************************************************
Let v1 be the variance of stock ...

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