S SriHanuman New member Joined Dec 26, 2015 Messages 0 Reaction score 0 Jul 4, 2016 #1 How is a zero variance portfolio created if correlation coefficient btw asset is -1??
C CFAstudier New member Joined Nov 30, 2015 Messages 0 Reaction score 0 Jul 4, 2016 #2 XA (weight of A) = σ B / (σ A + σ B) XB (weight of B) = 1 - XA