Question: ***PUT THE ANSWER IN 4 DECIMALS*** plz solve correctly Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of

***PUT THE ANSWER IN 4 DECIMALS*** plz solve correctly Consider two

***PUT THE ANSWER IN 4 DECIMALS*** plz solve correctly

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 0.13 and a standard deviation of 0.18 B has an expected rate of return of 0.04 and a standard deviation of 0.14 what is the weight of stock A ina minimum variance portfolio what is the weight of stock B in a minimum variance portfolio what is the return of the portfolio what is the risk of your portfolio

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