3 points Two perfectly negatively correlated risky securities are Alpha und Betr. Alpha has an expected rate of rotum of to end a standard deviation of 10% ela es un poco te ofretumet and a standard deviation of 12% The weights of Alpha and Bota in the global minimum variance portfolio are and respectively 0.76; 0.24 0.50: 0.50 0 0 0 0 0 0.57;0.43 0.24: 0.76 0.43 0.57 Next Previous