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Question 3 18 points Saved Which of the following statements about correlation is least accurate? O A. If the correlation coefficient is 0, a zero
Question 3 18 points Saved Which of the following statements about correlation is least accurate? O A. If the correlation coefficient is 0, a zero variance portfolio can be constructed. OB. A measure of how the returns of two risky assets move in relation to each other is the covariance C. Diversification reduces risk when correlation is less than +1 O D. The lower the correlation coefficient, the greater the potential benefits from diversification
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