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For a security to help diversify a portfolio, the asset a. should have a return that is negatively correlated with the return on other securities

For a security to help diversify a portfolio, the asset

a. should have a return that is negatively correlated with the return on other securities in the portfolio.

b. must be a debt instrument if the portfolio consists primarily of stocks.

c. must generate a greater return than the average return on the portfolio.

d. should not be sensitive to changes in security prices.

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