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There are two stocks: A and B. The investment opportunity set from these two stocks is depicted below, along with a possible portfolio P E[c]

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There are two stocks: A and B. The investment opportunity set from these two stocks is depicted below, along with a possible portfolio P E[c] A [r]. , and to achieve portfolio P you need to The correlation between the return on A and B must be stock A, and stock B." -1 buy, buy O 1, short-sell, buy 0 -1, buy, short-sell 1, buy, buy O -1, short-sell, buy

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