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6. Suppose that the correlation between ABC and XYZ were equal to 1, but their expected returns and standard deviations stay the same. What portfolio

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6. Suppose that the correlation between ABC and XYZ were equal to 1, but their expected returns and standard deviations stay the same. What portfolio weights should you choose in order to eliminate all the risk in your portfolio: as shown in class such a portfolio will put a weight

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