Question: Question 21 (3 points) Jane is constructing an opportunity set from securities A and B. She notices the securities have a perfect negative correlation and

Question 21 (3 points) Jane is constructing an opportunity set from securities A and B. She notices the securities have a perfect negative correlation and immediately concludes the minimum-variance portfolio will have a standard deviation that is always O 1) equal to the risk-free rate O 2) equal to -1 ( 3) greater than 0 ( 4) equal to the sum of the standard deviations of security A and B ( 5) equal to O

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