Question: Jane is constructing an opportunity set from securities A and B. She notices the securities have a perfect negative correlation and immediately concludes the minimum-variance

Jane is constructing an opportunity set from securities A and B. She notices the securities have a perfect negative correlation and immediately concludes the minimum-variance portfolio will have a standard deviation that is always 1) equal to -1 2) equal to 0 3) equal to the sum of the standard deviations of security A and B 4) greater than 0 5) equal to the risk-free rate

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