-Refer to Exhibit 6B $\sigma$ 1) $\div$ [E $\sigma$ 1) + E $\sigma$ 2)]
B) E

question 2

Multiple Choice

-Refer to Exhibit 6B.1. Show the minimum portfolio variance for a portfolio of two risky assets when r_1.2 = -1.

• A) E( \(\sigma\)1) \(\div\) [E( \(\sigma\)1) + E( \(\sigma\)2)]
• B) E( \(\sigma\)1) \(\div\) [E( \(\sigma\)1) - E( \(\sigma\)2)]
• C) E( \(\sigma\)2) \(\div\) [E( \(\sigma\)1) + E( \(\sigma\)2)]
• D) E( \(\sigma\)2) \(\div\) [E( \(\sigma\)1) - E( \(\sigma\)2)]
• E) None of these are correct.

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Definitions:

Giovani Arnolfini

Likely an error for "Giovanni Arnolfini," who is famously portrayed with his wife in Jan van Eyck’s painting "The Arnolfini Portrait," symbolizing wealth and domestic life in 15th century Bruges.

Man in a Red Turban

A famous 1433 portrait by Jan van Eyck, often thought to be a self-portrait of the artist, notable for its detailed depiction of the subject and the use of oil paint.

Madonna in a Church

An art motif depicting the Virgin Mary inside a church, signifying her revered status in Christianity and often highlighting Gothic or Romanesque architectural elements.

Oil Paints

A medium in painting that uses pigments suspended in oil as the binder, known for its versatility, rich color, and long drying time which allows artists to rework pieces.