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PLEASE ANSWER IN 10 minutes: Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 10% and
PLEASE ANSWER IN 10 minutes:
Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 10% and a standard deviation of 16%. B has an expected rate of return of 8% and a standard deviation of 12%. The risk-free portfolio that can be formed with the two securities will earn _____ rate of return. 9.0% 8.9% 8.5% 9.9%
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