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QUESTION 13 6 points Consider anwestment opportunity set formed with two securities that are perfectly neg Wively correlated the global minimum vanance portfolio has a
QUESTION 13 6 points Consider anwestment opportunity set formed with two securities that are perfectly neg Wively correlated the global minimum vanance portfolio has a standard deviation that was equal to the sum of the secure standard deviations O equal to the difference between secondes standard deviations O equal to 0 greater than less than None of the above 6 points QUESTION 14 Consider the the stocks in the folowing the Prepresents pretime and presents the standing the stock two for one in the last period What is the date de formed in Stocks and the starting wis 3.602 PO) O(0) 00) A 06 100 100 45 200 200 100 200 30 400 1673 2375 1455 2075 58898 1970 None of the above
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