Question: The global minimum variance portfolio formed from two risky securities will be riskless when the correlation coefficient between the two securities is Select one: a.

The global minimum variance portfolio formed from two risky securities will

The global minimum variance portfolio formed from two risky securities will be riskless when the correlation coefficient between the two securities is Select one: a. 0.0. b. 1.0. C. 0.5. O d. -1.0. e. any negative number. Clear my choice

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