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Consider a portfolio is formed by assets A and B. Given the following correlations between assets A and B, in which case the portfolio could

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Consider a portfolio is formed by assets A and B. Given the following correlations between assets A and B, in which case the portfolio could earn the highest benefit of diversification? Corr(A, B)=0 Corr(A, B)=1 Corr(A, B = -1 Corr(A, B)-0.5 Corr(A, B)-0.5

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