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Ques. Choose the option to correctly complete the sentence. Consider an equally weighted portfolio of two risky assets, A and B. An investor will receive
Ques. Choose the option to correctly complete the sentence. Consider an equally weighted portfolio of two risky assets, A and B. An investor will receive diversification benefits (reduced volatility) from this portfolio as long as the correlation coefficient between asset A and asset B is:
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1
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greater than 1
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less than 1
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not equal to zero
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