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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Related Book For
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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