If investors want portfolios with small risk (variance), should they look for investments that have positive covariance,
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If investors want portfolios with small risk (variance), should they look for investments that have positive covariance, have negative covariance, or are uncorrelated?
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Related Book For
Statistics For Business Decision Making And Analysis
ISBN: 9780134497167
3rd Edition
Authors: Robert A. Stine, Dean Foster
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