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Let three stocks A, B, and C. The correlation coefficient between rates of return of A and of B equals 1, that is, A,B =

Let three stocks A, B, and C. The correlation coefficient between rates of return of A and of B equals 1, that is,A,B= 1. As a result

a.B,C> 0

b.cannot tell

c.B,C=A,B

d.B,C=A,C

e.B,C< 0

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