In a Two-Security Minimum Variance Portfolio Where the Correlation Between

question 1

Multiple Choice

In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0,

• A)the security with the higher standard deviation will be weighted more heavily.
• B)the security with the higher standard deviation will be weighted less heavily.
• C)the two securities will be equally weighted.
• D)the risk will be zero.

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