Consider an Investment Opportunity Set Formed with Two Securities That

question 1

Multiple Choice

Consider an investment opportunity set formed with two securities that are perfectly negatively correlated.The global minimum variance portfolio has a standard deviation that is always

• A)greater than zero.
• B)equal to zero.
• C)equal to the sum of the securities' standard deviations.
• D)equal to -1.
• E)none of the above.

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