Consider two perfectly negatively correlated risky securities A and B (the correlation = –1). A portfolio consisting of
Posted: Wed Mar 30, 2022 3:49 pm
Consider two perfectly negatively correlated risky securities A
and B (the correlation = –1). A portfolio consisting of stocks A
and B has a standard deviation equal to ________.
A) 0
B) 1
C) -1
D) Need more information to determine
and B (the correlation = –1). A portfolio consisting of stocks A
and B has a standard deviation equal to ________.
A) 0
B) 1
C) -1
D) Need more information to determine