Both Starcents and Jpod have the same return standard deviation of 20 percent, and Starcents and Jpod

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Both Starcents and Jpod have the same return standard deviation of 20 percent, and Starcents and Jpod returns have zero correlation. What is the minimum attainable standard deviation for a portfolio of Starcents and Jpod?

a. 20 percent

b. 14.14 percent

c. 10 percent

d. 0 percent.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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