Question: Can someone answer this question using excel? Question 5 (Diver sification). Stock A has an expected retum of 10% and a standard deviation of 10%.

Can someone answer this question using excel?

Can someone answer this question using excel? Question 5 (Diver sification). Stock

Question 5 (Diver sification). Stock A has an expected retum of 10% and a standard deviation of 10%. Stock B has an expected return of 15% and a standard deviation of 20%. The two shares are perfectly negatively correlated (1,2=1). What weight on Stock Ayields a portfolio with a zero variance? Write your answer as it is (in fractions)

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