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(9). Considering arbitrary portfolios A and B, and their combined portfolio C, which of the following relationships always holds for VARs of A, B and

(9). Considering arbitrary portfolios A and B, and their combined portfolio C, which of the following relationships always holds for VARs of A, B and C?

a) VARA+VARB=VARC

b) VARA+VARB?VARC

c) VARA+VARB?VARC

d) None of the above

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