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Suppose Avon and Nova stocks have volatilities of 59 % and 27 %, respectively, and they are perfectly negatively correlated. What portfolio of these two

Suppose Avon and Nova stocks have volatilities of 59 % and 27 %, respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has zerorisk?

Answer: The portfolio of these two stocks that has zero risk is _% of Avon and _% of Nova.

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