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A two-asset portfolio with a standard deviation of zero can be formed when Select one: a.the assets have a correlation coefficient less than zero. b.the

A two-asset portfolio with a standard deviation of zero can be formed when

Select one:

a.the assets have a correlation coefficient less than zero.

b.the assets have a correlation coefficient equal to negative one.

c.the assets have a correlation coefficient greater than zero.

d.the assets have a correlation coefficient equal to zero.

e.the assets have a correlation coefficient equal to one.

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