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Suppose Avon and Nova slocks have volatilities of 41% and 21% rospectively, and they are perfectly negatively correlated What portfolio of these two stocks 2008

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Suppose Avon and Nova slocks have volatilities of 41% and 21% rospectively, and they are perfectly negatively correlated What portfolio of these two stocks 2008 The portfolio of these two Mocks that has to risk in % of Avon and of Nova (Round to two decimal places

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