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If an investor combines two securities with a correlation of 1: a. The risk of the resulting portfolio will be equal to the risks of

If an investor combines two securities with a correlation of 1:

a. The risk of the resulting portfolio will be equal to the risks of the component securities.

b. The risk of the resulting portfolio will always be greater than the risk of either security.

c. The risk of the resulting portfolio will be the average of the risks of the component securities.

d. The risk of the resulting portfolio will be less than each of the individual securities.

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