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For a portfolio consisting of assets ABC and XYZ with return standard deviation given by 13...

For a portfolio consisting of assets ABC and XYZ with return standard deviation given by 13 and 48, respectively, the minimum-risk portfolio based on an assumption of ρ = − 1 has what weight of asset XYZ?

(Enter your result as a percent; e.g., 38.5)

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Please upvote if the ans is helpful. In case of doubt,do comment.Thanks.

jeff jeffy answered 2 years ago
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