Need it ASAP Suppose you create a minimum-variance portfolio by combining two...
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Suppose you create a minimum-variance portfolio by combining two perfectly negatively correlated stocks, CRT and DMV. The expected return is 16% on CRT and 10% on DMV. The standard deviation is 20% for CRT and 30% for DMV. What is the weight of DMV in your portfolio?
| A. | 40% | |
| B. | 52% | |
| C. | 24% | |
| D. | 67% |
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