Question: Your portfolio allocates equal funds to the DW Co. and Woodpecker, Inc., stocks referred to in the previous two questions. The return correlation between DW

Your portfolio allocates equal funds to the DW Co. and Woodpecker, Inc., stocks referred to in the previous two questions. The return correlation between DW Co., and Woodpecker, Inc. is zero. What is the smallest expected loss for your portfolio in the coming month with a probability of 2.5 percent?

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