Question: C.25 .2 D .3.25 Recall: higher return, higher risk. Suppose now that the following correlations are observed: (A,B): 1. r(A,C): 0. (A,D): -1. What are

C.25 .2 D .3.25 Recall: higher return, higher risk. Suppose now that the following correlations are observed: (A,B): 1. r(A,C): 0. (A,D): -1. What are the risks (portfolio std. dev.) and returns of si...

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