Question: QUESTION 18 Consider two risky securities AX and BY with a correlation of -0.2 AX has an expected tate of return of 10% and a

QUESTION 18 Consider two risky securities AX and BY with a correlation of -0.2 AX has an expected tate of return of 10% and a standard deviation of 16%. BY has an expected rate of return of 8% and a standard deviation of 12%. The weights of BY and AX in the global minimum vatiance portfolio are___ and respectively. The standard deviation of the minimum variance portfolio is Weight: 0.500;0,500. The standard Deviation is 0.090 Weight: 0.229; 0.771. The standard Deviation is 0.092 Weight: 0.771;0.229. The standard Deviation is 0.092 Weight: 0.617;0.383. The standard Deviation is 0.086 Weight: 0383, 0.617. The standard deviation is 0.086

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