Multiple Choice
The correlation between two stocks is -0.25. The standard deviation of Stock I is 48 percent, and the standard deviation of Stock J is 34 percent. What is the weight of Stock I in the minimum variance portfolio?
A) 0.486
B) 0.366
C) 0.410
D) 0.532
E) 0.461
Correct Answer:
Verified
Correct Answer:
Verified
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