Question: In the given file P 1 4 _ 7 4 . xlsx , the stocks in the portfolio optimization model are all positively correlated. What

In the given file P

14_74 .

xlsx

,

the stocks in the portfolio optimization model are all positively correlated. What happens when they are negatively correlated? Answer for each of the following scenarios. In each case, two of the three correlations are the negatives of their original values. Discuss the differences between the optimal portfolios in these three scenarios. If needed, round all your answers to two decimal digits.

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