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发布时间:2023-10-02 16:19:36

[单项选择]The correlation between rates of return for stock X and stock Y is 1.0. X and Y have standard deviations of 22% and 34% , respectively. Which of the following portfolios has the lowest risk()
A. 90%X, 10%Y.
B. 50% X, 50% Y.
C. 10% X, 90% Y.

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