Question: What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below. Stock X

What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below.

Stock X

Stock Y

Mean Return

22.0%

14.00%

Variance

.12

.065

Sigma

?

?

Covariance of returns

.03

Please show on excel to get these numbers. Thank you.

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