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If the returns of two stocks are perfectly correlated, then their betas should each equal 1.0. the sum of their betas should equal 1.0. their
If the returns of two stocks are perfectly correlated, then
their betas should each equal 1.0. | ||
the sum of their betas should equal 1.0. | ||
their correlation coefficient should equal 1.0. | ||
their portfolio standard deviation should equal 1.0. |
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