Security X has expected return of 14% and standard deviation of 22%. Security Y has expected...

Security X has expected return of 14% and standard deviation of 22%. Security Y has expected return of 16% and standard deviation of 28%. The two securities have a correlation coefficient of -1. You wish to combine the two securities in order to construct a portfolio that has a standard deviation of zero. Which percentage of your capital should you invest in security X? (Enter your answer as a percent)

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jeff jeffy answered 2 years ago

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