Suppose Avon and Nova stocks have volatilities of

49 %

and

28%,

respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has zero risk?

Question content area bottom

Part 1

The portfolio of these two stocks that has zero risk is

enter your response here%

of Avon and

enter your response here%

of Nova.

Suppose Avon and Nova stocks have volatilities of 40% and 28% respectively, and they are perfectly negatively correlated. What portlolio of these two stecks has zero risk? The portfolio of these two stocks that has zero risk is \% of Avon and \% of Nova. (Round to fwo decimal places.) Suppose Avon and Nova stocks have volatilities of 49% and 28%, respectively, and they are perfectly negatively correlated. What portfolo of these two stocki has acre risk? The portfolie of these two stocks that has zero risk is % of Avon and W of Nova. (Round to two decimal places.)