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.
Which type of layer silicate clay minerals demonstrates a structure comprising two silica tetrahedral sheets and two magnesium-dominated tri-octahedral ...
What role does organic matter play in influencing soil porosity and bulk density?
Which of the following is a complex fertilizer?
Water held between tension of 1/3bar to 31 bar in soil is classified as ____
The deficiency symptom for Fe in plants is
Which soil forming process involves the deposition of materials removed from eluvial horizons into lower horizons, leading to the creation of illuvial h...
In water logged soils maximum microbes found are
…………………………means the crop producing capacity of a soil which is measured in terms of yield (bio-mass).
...Which term describes the resistance of soil at different moisture levels to mechanical stresses or manipulations?
Where is NRSC ( national remote sensing centre) located?
