Question: Consider 2 stocks ( 1 and 2 ) that are perfectly negatively correlated. Show why the weight of Stock 1 that produces the minimum variance

Consider 2 stocks (1 and 2) that are perfectly negatively correlated. Show why the weight of Stock 1 that produces the minimum variance portfolio is:
Consider 2 stocks (1 and 2) that are perfectly negatively correlated.

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