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Business, 17.04.2020 03:33 Katlyndavis01

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 16% and a standard deviation of 80%. B has an expected rate of return of 10% and a standard deviation of 60%. 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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