Question
Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 0.139 and a standard deviation of 0.162.
Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 0.139 and a standard deviation of 0.162. B has an expected rate of return of 0.082 and a standard deviation of 0.130. The return of risk-free portfolio that can be formed with the two securities is:
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Principles of managerial finance
Authors: Lawrence J Gitman, Chad J Zutter
12th edition
9780321524133, 132479540, 321524136, 978-0132479547
