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Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 0.14 and a standard deviation of 0.2

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 0.14 and a standard deviation of 0.2 B has an expected rate of return of 0.04 and a standard deviation of 0.145

what is the weight of stock A ina minimum variance portfolio

what is the weight of stock B in a minimum variance portfolio

what is the return of the portfolio

what is the risk of your portfolio

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