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Business, 20.09.2020 14:01 samarahbrown6050

Consider two perfectly negatively correlated risky securities, K and L. K has an expected rate of return of 12% and a standard deviation of 17%. L has an expected rate of return of 9% and a standard deviation of 11%. The risk-free 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, K and L. K has an expected rate of re...
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