Please Answer ASAP Suppose you create a minimum-variance portfolio by combining two perfectly...
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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 20% on CRT and 10% on DMV. The standard deviation is 20% for CRT and 15% for DMV. What is the standard deviation of your portfolio?
| A. | 0.14 | |
| B. | 0.16 | |
| C. | 0.01 | |
| D. | 0.12 |
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