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

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: 50% 66.667% 25% None of the answers is correct 33.333%

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