单选题
Stock A has a standard deviation of O. 5 and Stock B has a standard deviation of 0.3. Stock A and Stock B are perfectly positively correlated. According to Markowitz portfolio theory how much should be invested in each stock to minimize the portfolio's standard deviation? A. 100% in Stock A. B. 50% in Stock A and 50% in Stock B. C. 100% in Stock B.
【正确答案】
C
【答案解析】Since the stocks, are perfectly correlated, there is no benefit from diversification. So, invest in the stock with the lowest risk.