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If the returns on loans in the bank's portfolio are all positive correlated, what will be the impact on the bank's credit risk exposure? O

If the returns on loans in the bank's portfolio are all positive correlated, what will be the impact on the bank's credit risk exposure? O There is no impact on the bank's credit risk exposure. O The loans' positive correlations will increase the bank's credit risk O The loans' positive correlations will decrease the bank's credit risk exposure

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