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Suppose Avon and Nova stocks have volatilities of 57% and 27%, respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has
Suppose Avon and Nova stocks have volatilities of 57% and 27%, 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 (Round to two decimal places.) % of Avon and % of Nova
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