Suppose stocks a b and c have the same expected return and
Suppose stocks A, B and C have the same expected return and standard devieation. The correlations of return are given as follows Corr(A,B)=0.7, Corr(B,C)=-0.3 and Corr(A,C)=0.2.Find the weights on each of these stocks.
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suppose stocks a b and c have the same expected return and standard devieation the correlations of return are given as
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