Business
Business, 08.10.2019 21:00, AJRo

Consider two perfectly negatively correlated risky securities a and b. a has an expected rate of return of 12% and a standard deviation of 17%. b has an expected rate of return of 9% and a standard deviation of 14%. the weights of a and b in the global minimum variance portfolio are and respectively.

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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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