Question: Diversification works if _ _ _ _ _ . Option A asset returns have a high covariance Option B assets are imperfectly correlated ( correlation

Diversification works if _____.
Option A
asset returns have a high covariance
Option B
assets are imperfectly correlated (correlation coefficient <1)
Option C
assets are perfectly correlated (correlation coefficient =1)
Option D
there are many assets in a portfolio

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