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1. Suppose there is a negative correlation (-0.8) between the two risky assets (LARGE stocks and SMALL stocks). Will the variance of the minimum-variance portfolio

1. Suppose there is a negative correlation (-0.8) between the two risky assets (LARGE stocks and SMALL stocks). Will the variance of the minimum-variance portfolio increase, stay the same, or decrease when we switch from a correlation of 0.4 to a negative correlation of -0.8?

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