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In an equally-weighted two stock portfolio, if the correlation coefficient between two stocks were to become -1 over time, everything else remaining constant, the portfolio's

In an equally-weighted two stock portfolio, if the correlation coefficient between two stocks were to become -1 over time, everything else remaining constant, the portfolio's risk in theory would:

Decrease.

Remain constant.

Increase.

Eliminate almost 100% and portfolio becomes risk-free.

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