Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return

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Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 0.139 and a standard deviation of 0.162. B has an expected rate of return of 0.082 and a standard deviation of 0.130. The return of risk-free portfolio that can be formed with the two securities is:

Posted Date: May 18, 2024 03:05 PM

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Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return

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