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All assets in the world have a standard deviation of 30% and a correlation of 1 with each other. Assuming no shorting, the minimum number
All assets in the world have a standard deviation of 30% and a correlation of 1 with each other. Assuming no shorting, the minimum number of assets required to construct a 0 variance portfolio is? 0 1 O The variance will approach 0 as the number of equally weighted assets approaches infinity O 100,000 O A 0 variance portfolio cannot be constructed O 2
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