Consider two perfectly negatively correlated risky securities, X and Y. Security X has an expected rate of return of 9% and a standard deviation of return of 27%. Y has an expected rate of return of 17% and a standard deviation of return of 39%. What is the weight of security Y in the minimum variance portfolio? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box.
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Consider two perfectly negatively correlated risky securities, X and Y. Security X has an expected r...
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