Calculate the portfolio weights that that remove all risk

Reference no: EM13506153

Question :Suppose Intel''s stock has expected return of 30% and a volatility of 55% while coke has expected return of 10% and volatility of 30%. If these two stocks were perfectly negatively correlated

a. Calculate the portfolio weights that that remove all risk

b. What is the risk free rate of interest in this economy

Reference no: EM13506153

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