Question: In a two-security minimum variance portfolio where the correlation between securities is greater than-1.0 Select one: a. the return will be zero. b. the two

In a two-security minimum variance portfolio where the correlation between securities is greater than-1.0 Select one: a. the return will be zero. b. the two securities will be equally weighted. c. the security with the higher standard deviation will be weighted more heavily. d. the risk will be zero. De the security with the lower standard deviation will be weighted more heavily

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