Stock D has a correlation of 0.7 and 0.2 with Stock E and F, respectively. Stock E has a correlation of 0.3 with Stock F. Which of the following portfolios will have the least amount of risk?
equally invested in D and E
equally invested in D and F
equally invested in E and F
totally invested in F

Answer rating: 100% (QA)

The detailed answer for the above question is provided below Equally i... View the full answer