Suppose stock a has an expected return of 5 with a standard


Suppose stock A has an expected return of 5% with a standard deviation of 15%, and stock B has an expected return of 8% with a standard deviation of 20%. Their correlation is -1. What is the minimum possible risk (standard deviation) of a portfolio of these two stocks?

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Financial Management: Suppose stock a has an expected return of 5 with a standard
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