Consider two perfectly negatively correlated risky assets A and B. Mean returns and standard deviations are (A,A)=(10%,16%) and (B,B)=(8%,14%). The (global) minimum variance portfolio will earn rate of return in expectation. \begin{tabular}{|} 9.07% \\ \hline 9.10% \\ \hline 11.24% \\ \hline 8.93% \\ \hline \end{tabular}.

1. Consider two perfectly negatively correlated risky assets A and B. Mean returns and standard
deviations are (A,A)=(10%,16%) and (B,B)=(8%,14%). The (global) minimum variance
portfolio will earn rate of return in expectation. begin{tabular}{|} 9.07% hline 9.10% hline
11.24% hline 8.93% hline end{tabular}