Question: Need it ASAP Suppose you create a minimum-variance portfolio by combining two perfectly negatively correlated stocks, CRT and DMV. The expected return is 16% on

Need it ASAP

Suppose you create a minimum-variance portfolio by combining two perfectly negatively correlated stocks, CRT and DMV. The expected return is 16% on CRT and 10% on DMV. The standard deviation is 20% for CRT and 30% for DMV. What is the weight of DMV in your portfolio?

	A.	40%
	B.	52%
	C.	24%
	D.	67%

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