Business, 27.05.2020 14:58 xojade

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 10% and a standard deviation of 16%. B has an expected rate of return of 8% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are and , respectively. Group of answer choices 0.24; 0.76 0.43; 0.57 0.76; 0.24 0.50; 0.50 0.57; 0.43

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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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