# Finance Assignment | Professional Writing

Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 18%. B has an expected rate of return of 9% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are and respectively, OA. 0.50; 0.50 OB. 0.60; 0.40 OC.0.35; 0.65 OD. 0.65; 0.35 O E.0.40; 0.60 QUESTION 1 5 points

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Finance Assignment | Professional Writing
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Save Answer You invest \$100 in a risky asset with an expected rate of return of 0.15 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.06. What percentages of your money must be invested in the risk-free asset and the risky asset, respectively, to form a portfolio with a standard deviation of 0.067 O A 30% and 70% O B. cannot be determined OC. 70% and 30% OD. 40% and 60% O E. 60% and 40%

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