Consider two risky stocks their variances are different


Consider two risky stocks (their variances are different from zero), which are perfectly negatively correlated, i.e., their correlation is equal to -1. Is it possible to combine these two stocks and form a zero-risk portfolio (variance of zero)? If yes, what are the portfolio weights? If no, explain why?

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Finance Basics: Consider two risky stocks their variances are different
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