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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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