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:

A.25%

B.50%

C.33.333%

D.66.667%

E.None of the answers is correct

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