Using the result in Problem 23, show that whenever two assets have perfect negative correlation it is possible to find a portfolio with a zero standard deviation What are the portfolio weights ...

From the previous question with a correlatio ...

Using the result in Problem 23, show that whenever two assets have perfect negative correlation it is

Question:

Using the result in Problem 23, show that whenever two assets have perfect negative correlation it is possible to find a with a zero standard deviation.
What are the weights?

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...