Question: Consider Two Perfectly Negatively Correlated Risky Securities, A And B. Security A Has An Expected Rate Of Return Of 14% And A Standard Deviation Of Return Of 20%. B Has An Expected Rate Of Return Of 8% And A Standard Deviation Of Return Of 33%. What Is The Weight Of Security B In The Minimum-variance Portfolio? Please Report Your Answer In Decimal …

Question: Consider Two Perfectly Negatively Correlated Risky Securities, A And B. Security A Has An Expected Rate Of Return Of 14% And A Standard Deviation Of Return Of 20%. B Has An Expected Rate Of Return Of 8% And A Standard Deviation Of Return Of 33%. What Is The Weight Of Security B In The Minimum-variance Portfolio? Please Report Your Answer In Decimal …

Consider two perfectly negatively correlated risky securities, Aand B. Security A has an expected rate of return of 14% and astandard deviation of return of 20%. B has an expected rate ofreturn of 8% and a standard deviation of return of 33%. What is theweight of security B in the minimum-variance portfolio? Pleasereport your answer in decimal terms rounded to two decimalplaces.