Question: Question 1 0.1 p If there is strong negative between the returns of two stocks, the covariance would be Question 2 0.1 p The efficient

 Question 1 0.1 p If there is strong negative between the

Question 1 0.1 p If there is strong negative between the returns of two stocks, the covariance would be Question 2 0.1 p The efficient set set is on the boundary of the feasible set. Question 1 0.1 p If there is strong negative between the returns of two stocks, the covariance would be Question 2 0.1 p The efficient set set is on the boundary of the feasible set

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