Question: Question 25 Suppose an investor has two assets whose standard deviation of returns are 35% and 46%. The assets are perfectly negatively correlated. What asset

Question 25

Suppose an investor has two assets whose standard deviation of returns are 35% and 46%. The assets are perfectly negatively correlated. What asset weights will eliminate all portfolio risk? Select one:

A. 50% and 50%

B. 57% and 43%

C. 43% and 57%

D. 65% and 54%

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