Question
Microsoft ( MSFT ) and Intel ( INTC ) show the most negative correlation in their closing prices. ii . The highest positive
Microsoft \ (\ MSFT\ )\ and Intel \ (\ INTC\ )\ show the most negative correlation in their closing prices.\ ii\ .\ The highest positive correlation in closing prices is between Microsoft \ (\ MSFT\ )\ and Tesla \ (\ TSLA\ )\ .\ \ iii. The portfolio that yields the highest Sharpe ratio gives the greatest weight to Intel \ (\ INTC\ )\ .\ \ iv\ .\ The portfolio that yields the highest Sharpe ratio gives the least weight to Microsoft \ (\ MSFT\ )\ .\ \ v\ .\ The strongest positive correlation in daily returns is between Microsoft \ (\ MSFT\ )\ and Intel \ (\ INTC\ )\ .\ \ vi\ .\ In the portfolio with the minimum variance, Tesla \ (\ TSLA\ )\ holds the largest weight.\ vii. In the maximum return portfolio, Microsoft \ (\ MSFT\ )\ holds the largest weight.\ Review and assess each statement for accuracy based on the data and portfolio simulations for the given time frame. Which of the following statements are correct?\ Group of answer choicesMicrosoft \ (\ MSFT\ )\ and Intel \ (\ INTC\ )\ show the most negative correlation in their closing prices.\ ii\ .\ The highest positive correlation in closing prices is between Microsoft \ (\ MSFT\ )\ and Tesla \ (\ TSLA\ )\ .\ \ iii. The portfolio that yields the highest Sharpe ratio gives the greatest weight to Intel \ (\ INTC\ )\ .\ \ iv\ .\ The portfolio that yields the highest Sharpe ratio gives the least weight to Microsoft \ (\ MSFT\ )\ .\ \ v\ .\ The strongest positive correlation in daily returns is between Microsoft \ (\ MSFT\ )\ and Intel \ (\ INTC\ )\ .\ \ vi\ .\ In the portfolio with the minimum variance, Tesla \ (\ TSLA\ )\ holds the largest weight.\ vii. In the maximum return portfolio, Microsoft \ (\ MSFT\ )\ holds the largest weight.\ Review and assess each statement for accuracy based on the data and portfolio simulations for the given time frame. Which of the following statements are correct?\ Group of answer choices
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