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Home / Questions / Suppose Tex stock has a volatility of 44%, and Mex stock has a volatility of 22%. If Tex a...

Suppose Tex stock has a volatility of 44%, and Mex stock has a volatility of 22%. If Tex and Mex are uncorrelated, a. What portfolio of the two stocks has the same volatility as Mex alone

Suppose Tex stock has a volatility of 44%, and Mex stock has a volatility of 22%. If Tex and Mex are uncorrelated,

a.   What portfolio of the two stocks has the same volatility as Mex alone?

b.   What portfolio of the two stocks has the smallest possible volatility?

Apr 17 2021 View more View Less

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