Question: Suppose that there are two risky securities, with risks o ando, respectively. The correlation between the two is -1. In what weights should each security

Suppose that there are two risky securities, with risks o ando,

Suppose that there are two risky securities, with risks o ando, respectively. The correlation between the two is -1. In what weights should each security be held so that the portfolio is risk- free. What If the correlation between the two is +1

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