Suppose an investor has two assets whose standard deviation of returns is 25% and 45%. The assets are perfectly negatively correlated. What asset weights will eliminate all portfolio risk?

Select one:

A. 64% and 36%.

B. 34% and 66%.

C. 25% and 45%

D. 50% and 50%.

Answer rating: 100% (QA)

The detailed answer for the above question is provided below You are correct The answer is A 64 and ... View the full answer