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Suppose Avon and Nova stocks have volatilities of 60% and 24%, respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has
Suppose Avon and Nova stocks have volatilities of 60% and 24%, respectively, and they are perfectly negatively correlated. What portfolio of these two stocks has zero risk?
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Principles Of Finance
Authors: Scott Besley, Eugene F. Brigham
2nd Edition
003034509X, 9780030345098
