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According to Modern Portfolio Theory, adding which of the following asset into your existing portfolio will have no impact on your portfolio's risk? 1.An asset

According to Modern Portfolio Theory, adding which of the following asset into your existing portfolio will have no impact on your portfolio's risk?

1.An asset with correlation coefficient of -2 with the existing portfolio.

2.An asset with correlation coefficient of -1 with the existing portfolio.

3.An asset with correlation coefficient of 0 with the existing portfolio.

4.An asset with correlation coefficient of 2 with the existing portfolio.

5.An asset with correlation coefficient of 1 with the existing portfolio.

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