Question: Two investments X and Y. X has an expected return of 10% and a standard deviation of 20% Y has an expected return of 14%

Two investments X and Y. X has an expected return of 10% and a standard deviation of 20% Y has an expected return of 14% and a standard deviation of 25%. if the correlation between X and Y is zero, then the risk-minimizing portfolio that is composed of these two investments wi have a weight of in investment X

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