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[Steps Shown] You have $15M total to invest in two stocks whose rates of return are random variables X and Y respectively. Although you can't predict what

Question: You have $15M total to invest in two stocks whose rates of return are random variables X and Y respectively. Although you can't predict what the rates will be, you know var(X) = 0.3 and var (Y) = 0.4. How much money do you invest in each stock so that the variance of the portfolio's rate of return is minimized? Compute this variance. Return accurate dollar amounts...do not round.

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[Steps Shown] You have $15M total to invest in two stocks whose rates of return are random variables X and Y respectively. Although you can't predict what

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