Question: sid s Question 10 Stock A has an expected return of 10% and a standard deviation of 10%. Stock B has an expected return of

sid s Question 10 Stock A has an expected return of

sid s Question 10 Stock A has an expected return of 10% and a standard deviation of 10%. Stock B has an expected return of 15% and a standard deviation of 20%. The two stocks are perfectly negatively correlated t p= -1). What set of weights yields a portfolio with a zera variance? 02:3 in Stock A, 1/3 in Stock B 2 In Stock A -1 In Stock B 0 2 in Stock B. 1 in Stock O 1/2 in Stock A 1/2 in Stock B 23 in Stock B. 1/3 in Stock A

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