Question: 10. Stocks A. B, and C have the same expected return and standard deviation. The following table shows the correlations between the returns on these

10. Stocks A. B, and C have the same expected return and standard deviation. The following table shows the correlations between the returns on these stocks: (4 points) Stock A 1 Stock B 0.9 1 Stock C -0.5 4).? 1 lGiven these correlations. the portfolio constructed from these stocks having the lowest risk is a portfolio: Equally invested in stocks A and B. Equally invested in stocks A and C. Equally invested in stocks B and C. Totally invested in stock C. 53-!\" ET?\

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