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

Let three stocks A,B, and C. The correlation coefficient between rates of return of A and of B equals I, that is, PA,B=1. A s a result a. PB,C0 C. PB,C=PA,C d. cannot tell e. PB,C=PA,B

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