If a security$$s standard Firm A and Firm B are perfectly negatively correlated. If your portfolio contains an equal dollar amount of stock in Firm A and B$,$ what will be the risk of the portfolio?

Firm A$\text{'}$s stock will influence it more because its standard deviation is greater

Firm B$\text{'}$s stock will influence it more because its variance is greater

It will be riskless

Firm A will influence it more because its variance is greater is high this indicates ALL BUT THE FOLLOWING:

A greater uncertainty of the security$$s return

A greater total risk of the security

A greater likelihood of obtaining expected returns

A higher volatility in the security$$s expected return