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Title: Stock A has an expected return of 10% and a standard deviation of 10%. Stock B has an expected ... Post by: Potvin on Jan 13, 2017 Stock A has an expected return of 10% and a standard deviation of 10%. Stock B has an expected return of 15% and a standard deviation of 20%. The two stocks are perfectly negatively correlated ( = -1). What set of weights yields a portfolio with a zero variance?
A) 2/3 in Stock A; 1/3 in Stock B B) 2/3 in Stock B; 1/3 in Stock A C) 2 in Stock A; -1 in Stock B D) 2 in Stock B; -1 in Stock A E) None of the above. Title: Re: Stock A has an expected return of 10% and a standard deviation of 10%. Stock B has an expected ... Post by: Blimp on Jan 16, 2017 Content hidden
Title: Re: Stock A has an expected return of 10% and a standard deviation of 10%. Stock B has an expected ... Post by: Potvin on Mar 24, 2017 I'm impressed by the service offered here
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