Business, 27.11.2019 01:31 edjiejwi

Consider two perfectly negatively correlated risky securities, a and b. security a has an expected rate of return of 16% and a standard deviation of return of 20%. b has an expected rate of return of 10% and a standard deviation of return of 30%. the weight of security b in the minimum-variance portfolio is

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Consider two perfectly negatively correlated risky securities, a and b. security a has an expected r...

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