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A portfolio consisting of two risky securities can be made risk-less (i.e., σp = 0) if: The securities are perfectly negatively correlated. When two securities in a portfolio are perfectly negatively correlated, it means that they move in exact opposite directions. When one security's value goes up, the other's value goes down by the same amount, and vice versa. By combining two perfectly negatively correlated securities in a portfolio, the fluctuations cancel each other out, resulting in a risk-less portfolio. This is because any gain in one security offsets the loss in the other, and the overall portfolio value remains constant regardless of market movements.
What is the area of an equilateral triangle whose each side is 14 cm long?
Which of the following spices received Geographical Indication Tag in May 2020?
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Who resisted the new system of taxation against the exploitative forces?
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The bluish colour of water in the deep sea is due to:
Statements not true in regards to Globalization
Average of 8 numbers is 30. If average of first four and last two numbers is 20 and 50, respectively then find the fifth number given that ratio of fift...
Consider the following statements: India had plan holiday during 1966-69 due to
1. Indo-Pakistan conflict in 1965.
2. Severe drought fo...