A person is interested in constructing a portfolio. Two stocks are being considered. Let x= percent return for an investment in stock 1 and y = percent return for an investment in stock 2. The expected return and variance for stock 1 are E[x] = 8.45% and Var[x) = 25. The expected return and variance for stock 2 are E[Y] = 3.2% and Var(y) = 1. The covariance between the returns is σXY = -3. (Hint: in this problem all numbers

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