Business, 18.03.2021 01:50 sparkybig12

) 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 risk-free portfolio that can be formed with the two securities will earn a(n) rate of return. A) 8.9% B) 9.9% C) 8.5% D) 9.0%

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