Exercise 31.1.2 Construct a portfolio with zero risk from two perfectly negatively correlated assets without short sales.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

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Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 28, 2024 05:02 AM

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Exercise 31.1.2 Construct a portfolio with zero risk from two perfectly negatively correlated assets without short sales.
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Exercise 31.1.2 Construct a portfolio with zero risk from two perfectly negatively correlated assets without short sales.

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Financial Engineering And Computation Principles Mathematics Algorithms

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