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consider two stocks M&n with the a standard deviation of 25% & 40 % respectively . the returns of the stock are perfectly negatively correlated.

consider two stocks M&n with the a standard deviation of 25% & 40 % respectively . the returns of the stock are perfectly negatively correlated. proportion of investment to be made in stock M for zero variance portfolio is

Options are :

62%

385

50%

cannot be determined

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