In a two-security minimum variance portfolio where the correlation between securities is greater than -1.0

You invest \$100 in a risky asset with an expected rate of return of 0.12 and a standard deviation of 0.15 and a T-bill with a rate of return of 0.05. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to

A statistic(s) that measures how the returns of two risky assets move together is:

A two-asset portfolio with a standard deviation of zero can be formed when

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The weights of A and B in the global minimum variance portfolio are

______and ______, respectively.

Consider two perfectly negatively correlated risky securities A and B.

A has an expected rate of return of 10% and a standard deviation of 16%.

B has an expected rate of return of 8% and a standard deviation of 12%. The risk-free portfolio that can be formed with the two securities will earn _____rate of return.

You invest \$100 in a risky asset with an expected rate of return of 0.11 and a standard deviation of 0.20 and a T-bill with a rate of return of 0.03. The slope of the Capital Allocation Line formed with the risky asset and the risk-free asset is equal to