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The minimum variance portfolio created by combining two specified securities is the portfolio which: d. has portfolio weights of 50/50. a. has the lowest standard
The minimum variance portfolio created by combining two specified securities is the portfolio which:
d. has portfolio weights of 50/50. | ||
a. has the lowest standard deviation. | ||
c. has the lowest return given a specific standard deviation. | ||
e. will produce a realized yield equal to the expected return. | ||
b. yields a constant annual return. |
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