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The standard deviation of the security A and B is 10% and 30%, respectively. The correlation coefficient of A and B is precisely 1. What

The standard deviation of the security A and B is 10% and 30%, respectively. The correlation coefficient of A and B is precisely 1. What should be the portfolio weight of the security A so that the portfolio of A and B has a zero variance? A. 25% B. 50% C. 75% D. 10% E. 90%

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