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What is the lowest possible risk (i.e. standard deviation of returns) you can achieve by combining the two securities (SOFIX and CAC) in a portfolio?

What is the lowest possible risk (i.e. standard deviation of returns) you can achieve by combining the two securities (SOFIX and CAC) in a portfolio? Note: Enter the answer as a decimal, NOT as a percent?

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Use the following information regarding two securities (SOFIX and CAC) to answer the next question on the exam: Expected Return Standard deviation SOFIX 14.0% 20.0% CAC 8.0% 15.0% The returns of SOFIX and CAC are perfectly negatively correlated

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