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Question 1. Let X and Y be prices of two stocks. Consider the position of an investor who owns one share each: Z=X+Y. Which of

Question 1. Let X and Y be prices of two stocks. Consider the position of an investor who owns one share each: Z=X+Y. Which of the three cases has the smallest variance? 1. Cov(X,Y)>0 2. Cov(X, Y)=0 3. Cov(X,Y)

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