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I do not understand the question. Could it be explained in detail with the answer explained as well? 22. A portfolio consisting of long positions

I do not understand the question. Could it be explained in detail with the answer explained as well?

22. A portfolio consisting of long positions of two securities with non-zero standard deviations, but with a correlation of returns'equalf to 0 has a global minimum variance portfolio that has a standard deviation: a. Equal to a weighted average of the standard deviations of the two securities b. Equal to-1

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