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Business, 19.04.2021 15:50 shikiaanthony

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 70%. B has an expected rate of return of 8% and a standard deviation of 40%. The global minimum variance portfolio that can be formed with the two securities will earn rate of return.

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Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of ret...
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