1-It is assumed that the volatility of the two stocks BCA and DXC are equal to 20% and 5%, respectively and that these two stocks are perfectly negatively correlated. What should be the composition of the zero risk portfolio invested in the two securities?

2-Is it possible that a risky asset could have a beta coefficient of zero?

3-Another way of looking at a company's debt is to say that it is a portfolio made up of risk-free debt and a short position in a put option written on the company's assets. and having an exercise price equal to the face value of the debt.