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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.
Algae and fungi belong to which plant group?
Match List-I with List-II :
Choose the correct answe...
The yellow color of human urine is due to which substance?
Which of the following represents a test cross in which half the offspring is heterozygous and half would be homozygous recessive ?
Alveoli are related to which system of the human body?
The rhythmic contraction of the muscles lining the gut to push food along is called:
In roots, the protoxylem lies towards the periphery and the metaxylem towards the center. This arrangement of primary xylem is called ____________.
Which of the following is a water soluble vitamin?
How many molecules of ATP are released from one glucose molecule during anaerobic respiration?
The amount of water vapors differs from place to place. Its amount is minimum in which of the following places?