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2. (5 points) Assume that you have three stocks A. B. and C, for which the following is true: Corr (A, B) 0 and Co

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2. (5 points) Assume that you have three stocks A. B. and C, for which the following is true: Corr (A, B) 0 and Co (B. C)-0. This implies that Corr (A, C) 0. Evaluate the last statement, i.e., prove that it is true or provide a counter-example

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