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Assume Intel's stock has an expected return of 26% and a volatility of 50%, while Coca-Cola's has an expected return of 6% and volatility of 25%. If these two stocks were perfectly negatively correlated (i.e., their correlation coefficient is -1),
a. Calculate the portfolio weights that remove all risk.
b. If there are no arbitrage opportunities, what is the risk-free rate of interest in this economy?
how can covered bond affect other secutites price
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Q. Illustrate Coefficient of Correlation? The square of the correlation co-efficient is the co-efficient of determination. It gives the percentage of variation in the stock's r
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