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AAFM Exam GLO_CWM_LVL_1 Topic 5 Question 50 Discussion
Actual exam question for
AAFM's
GLO_CWM_LVL_1 exam
Question #: 50
Topic #: 5
[All GLO_CWM_LVL_1 Questions]
Topic #: 5
Consider two stocks, A and B
The returns on the stocks are perfectly negatively correlated.
What is the expected return of a portfolio comprising of stocks A and B when the portfolio is constructed to drive the standard deviation of portfolio return to zero?
Suggested Answer:
B
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