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QUESTION 11 Consider an investment opportunity set formed with two securities that are perfectly negatively correlated. The global minimum variance portfolio has a stardard deviation

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QUESTION 11 Consider an investment opportunity set formed with two securities that are perfectly negatively correlated. The global minimum variance portfolio has a stardard deviation that is always Oa greater than zero. O b equal to zero. O c equal to the sum of the securities' standard deviations. O d. equal to-1 QUESTION 12 Single men trade far more often than wormen. This is due to greateramong men. framing O b. regret avoidance O C. overconfidence O d, conservatism ECTIOAL43 Click Save and Submit to save and submit. Click Save All Answers to saue all ansuwers. MacBook Air

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