25Since the standard deviation of Reebok is 1.86 times that of Coca-Cola, you need to invest 1.86 times more in Coca-Cola to eliminate risk in this two-stock portfolio.
25Since the standard deviation of Reebok is 1.86 times that of Coca-Cola, you need to invest 1.86 times more in Coca-Cola to eliminate risk in this two-stock portfolio.
当存在完全负相关的时候，总有一种投资组合策略（通过一个特定的资产组合权重组合代表）将完全消除风险25。完全负相关并不真正存在于普通股之间真是太糟了。