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

Multiple Choice

-Refer to Exhibit 6A.1. Show the minimum portfolio variance for a two-stock portfolio when r_1.2 = 1.

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