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Choose the best answer: For a portfolio with long positions on 2 securities whose respective volatility is 10% and 60%. Options for Question 28: the

Choose the best answer:

For a portfolio with long positions on 2 securities whose respective volatility is 10% and 60%.

Options for Question 28:

the higher the correlation between the two securities, the lower the VaR of a two-stock portfolio.

None of these answers

the higher the correlation between the two securities, the higher the VaR of a two-stock portfolio.

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