Question: Consider the following information for two assets that are perfectly negatively correlated: Expected Return Standard Deviation 10 16 Asset A B 8 What is

Consider the following information for two assets that are perfectly negatively correlated:

Consider the following information for two assets that are perfectly negatively correlated: Expected Return Standard Deviation 10 16 Asset A B 8 What is the minimum standard deviation that can be achieved by forming a portfolio of these two assets? Explain (either analytically with math or in words).

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