Consider two stocks with returns modeled as standard normal distributions (u= 0,02 = 1). Further, let these stocks have a correlation of -2. Now consider solving the portfolio variance minimization class, as was done in class. What is the portfolio weight

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I'm working on a economics question and need guidance to help me learn.

Consider two stocks with returns modeled as standard normal distributions (u= 0,02 = 1). Further, let these stocks have a correlation of -2. Now consider solving the portfolio variance minimization class, as was done in class. What is the portfolio weight we will put on stock 2? Consider a standard normal distribution (u= 0,02 = 1). What is E(22) ? Hint: Consider various definitions of the variance.
Consider two stocks with returns modeled as independent random exponential variables with XL = 1, 12 = 2. An exponential distribution has the probability density function f(c) = le-**, x > 0 Now consider solving the portfolio variance minimization class, as was done in class. What is the portfolio weight we will put on stock 1 (the asset modeled as having Xi = 1)?

Consider two stocks with returns modeled as standard normal distributions (u= 0,02 = 1). Further, let these stocks have a correlation of -2. Now consider solving the portfolio variance minimization class, as was done in class. What is the portfolio weight
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Consider two stocks with returns modeled as standard normal distributions (u= 0,02 = 1). Further, let these stocks have a correlation of -2. Now consider solving the portfolio variance minimization class, as was done in class. What is the portfolio weight
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