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This paper investigates the performance of optimal single stream beamforming schemes in multiple-input multiple-output (MIMO) dual-hop amplify-and-forward (AF) systems. Assuming channel state information is not available at the source and relay, the optimal transmit and receive beamforming vectors are computed at the destination, and the transmit beamforming vector is sent to the transmitter via a dedicated feedback link. Then, a set of new closed-form expressions for the statistical properties of the maximum eigenvalue of the resultant channel is derived, i.e., the cumulative density function (cdf), probability density function (pdf) and general moments, as well as the first order asymptotic expansion and asymptotic large dimension approximations. These analytical expressions are then applied to study three important performance metrics of the system, i.e., outage probability, average symbol error rate and ergodic capacity. In addition, more detailed treatments are provided for some important special cases, e.g., when the number of antennas at one of the nodes is one or large, simple and insightful expressions for the key parameters such as diversity order and array gain of the system are derived. With the analytical results, the joint impact of source, relay and destination antenna numbers on the system performance is addressed, and the performance of optimal beamforming schemes and orthogonal space-time block-coding (OSTBC) schemes are compared. Results reveal that the number of antennas at the relay has a great impact on how the numbers of antennas at the source and destination contribute to the system performance, and optimal beamforming not only achieves the same maximum diversity order as OSTBC, but also provides significant power gains over OSTBC.