Question: or will the return be zero? In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0, Multiple Choice the security

or will the return be zero? In a two-security minimum variance

or will the return be zero?

In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0, Multiple Choice the security with the higher standard deviation will be weighted more heavily. the security with the higher standard deviation will be weighted less heavily. the two securities will be equally weighted. the risk will be zero

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