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Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 16% and a standard deviation of return of 20%. B has an expected rate of return of 10% and a standard deviation of return of 30%. The weight of security B in the minimum-variance portfolio is?
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Business, 22.06.2019 19:00, jediDR
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Business, 23.06.2019 00:30, KittyGotham
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Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected r...
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