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4. Consider a portfolio consisting of 2 assets with a fixed correlation coefficient in a Markowitz environment. If the weight of the 2 assets is
4. Consider a portfolio consisting of 2 assets with a fixed correlation coefficient in a Markowitz environment. If the weight of the 2 assets is varied, the expected portfolio return would be and the expected portfolio standard deviation would be ?
a. Nonlinear, elliptical
b. Nonlinear, circular
c. Linear, elliptical
d. Linear, circular
e. Circular, elliptical
f. All of the answers could be correct depending on the weights of the 2 stocks
g. None of the above answers is correct
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