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 20% 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 20% on CRT and 10% on DMV. The standard deviation is 20% for CRT and 15% for DMV. What is the standard deviation of your portfolio?

	A.	0.01
	B.	0.16
	C.	0.12
	D.	0.14

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