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The correlation of returns between securities A and B is -1 . The standard deviation of returns for A is 15% and for B is
The correlation of returns between securities A and B is -1 . The standard deviation of returns for A is 15% and for B is 35%. What is the weight that we should choose for A if we want to make the standard deviation of a portfolio consisting of A and B zero? 0.70 0.15 0.35 ) 0.30 Step by Step Solution
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The FinTech Book The Financial Technology Handbook For Investors Entrepreneurs And Visionaries
Authors: Susanne Chishti, Janos Barberis
1st Edition
111921887X, 9781119218876
