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If the returns between two assets are positively correlated with a correlation efficient of .8, then the standard deviation of a portfolio made up of
If the returns between two assets are positively correlated with a correlation efficient of .8, then the standard deviation of a portfolio made up of these two assets is:
A. Equal to a weighted average of the individual assets standard deviations.
B. Less than the weighted average of the individual assets standard deviations.
C. Greater than the weighted average of the individual assets standard deviations.
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