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Homework answers / question archive / If two stocks are perfectly negatively? correlated, a portfolio with equal weighting in each stock will always have a volatility?(standard deviation) of 0

If two stocks are perfectly negatively? correlated, a portfolio with equal weighting in each stock will always have a volatility?(standard deviation) of 0

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If two stocks are perfectly negatively? correlated, a portfolio with equal weighting in each stock will always have a volatility?(standard deviation) of 0.

Answer: Yes/No?

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