Question: Question 6 5 pts Review the example from the lecture about Umbrella Inc and Sunscreen Inc. Both companies have 10% return 81 45% volatility and

Question 6 5 pts Review the example from the lecture about Umbrella Inc and Sunscreen Inc. Both companies have 10% return 81 45% volatility and are perfectly negatively correlated. Assume you sell 50% of Umbrella and buy Sunscreen such that you now hold SD93 of each stock. What is the return and risk of that portfolio? Edit View Insert Format Tools Table 12pt v Paragraph v B I U v i v T2 v E Question 5 5 pts Review the example from the lecture about Umbrella Inc and Sunscreen Inc. Beth companies have 10% return 8: 45% volatility and are perfectly negatively correlated. Assume you sell 25% of Umbrella Inc and buy Sunscreen Inc. such that you hold F595 Umbrella and 25% Sunscreen. What is the return and risk of that portfolio? Eclit 1view Insert Format Tools Table 12ptv Paragraphv B I U Pr v a? v TZV E

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