Question: Question 20 (1 point) The standard deviation of expected returns for investments X and Y equal 8% and 15%, respectively. The correlation between returns for

Question 20 (1 point) The standard deviation of expected returns for

Question 20 (1 point) The standard deviation of expected returns for investments X and Y equal 8% and 15%, respectively. The correlation between returns for X and Y is -0.26. How much risk reduction, that is diversification benefit in basis points, does the minimum risk portfolio provide? O 135 0922 0510 0678 241

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