How would you create a zero-risk portfolio

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Question - Acme Co has an expected return of 12% and Pinder Co has an expected return of 8%. The standard deviation of returns for Acme is 30% and the standard deviation of returns for Pinder is 20%. If the returns of Acme and Pinder are perfectly negatively correlated, how would you create a zero-risk portfolio?

Reference no: EM133111709

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