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Suppose Avon and Nova stocks have volatifies of 51% and 20%, cespectively, and they are perfectly negatvely correlated. What portfolio of these fivo stocks has

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Suppose Avon and Nova stocks have volatifies of 51% and 20%, cespectively, and they are perfectly negatvely correlated. What portfolio of these fivo stocks has zero rsk? The portlolio of thetse two stocks that has zero fisk is Wof Avon and 6 of Nova. (Plound to two decimal places)

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