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10. Which of the following shows the risk-return relation of a portfolio with two assets that are perfectly negatively correlated? A. A (the two-segment straight

10. Which of the following shows the risk-return relation of a portfolio with two assets that are perfectly negatively correlated?

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A. A (the two-segment straight line) B. B (the egg-shell shape curve) C. C D. D (the tangent line)

E(R) 00% Stock B B 100% Stock A

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