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What is the zero-variance portfolio's expected return if the component stocks S and T are perfected negatively correlated. Stock S Stock T expected return 12%

What is the zero-variance portfolio's expected return if the component stocks S and T are perfected negatively correlated.

	Stock S	Stock T
expected return	12%	20%
standard deviation	6.43%	19.79%

21.21%

13.96%

32.45%

18.04%

9.71%

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