Question: The correlation coefficient between two stocks, C and D. is -1. The variances are: 10 and 40. respectively. The variance of a portfolio consisting these

The correlation coefficient between two stocks, C and D. is -1. The variances are: 10 and 40. respectively. The variance of a portfolio consisting these two stocks will be zero if the investment in stock C will be 33333% None of the answers is correct 25% 50% % 66,667%

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