Question 1 1 pts An investor will allocate her funds in these two assets D and E. With standard deviation on the horizontal axis and expected return on the vertical axis, what happens to her investment opportunity set (possible places where she can put here assets) when the correlation of the two assets becomes more negative or smaller in this case? It will reduce the investment opportunity set as there is more diversification benefit when the correlation of the two asset become negative. It will reduce the investment opportunity set as there is less diversification benefit when the correlation of the two asset become negative. O It will expand the investment opportunity set as there is less diversification benefit when the correlation of the two asset become negative. It will expand the investment opportunity set as there is more diversification benefit when the correlation of the two asset become negative