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Given the following information: A smart investor is operating in a global market that includes two securities A and B from two major markets. A
Given the following information:
- A smart investor is operating in a global market that includes two securities A and B from two major markets. A has an expected return of 15% and a standard deviation of 10%.
- B has an expected return of 20% and a standard deviation of 15%.
- A and B are perfectly negatively correlated.
The expected return from such a portfolio with zero risk is given by:
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Bitcoin Cash What You Need To Know About Bch
Authors: Alexander O. M.
1st Edition
1976721229, 978-1976721229
