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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