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Suppose Avon and Nova stocks have volatilities of 40% and 20%, respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has

Suppose Avon and Nova stocks have volatilities of 40% and 20%, respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has zero risk? The portfolio of these two stocks that has zero risk is nothing% of Avon and % of Nova. (Round to two decimal places.)

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