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Question 33 (2.5 points) Which of the following statements about correlation is least accurate? a) Diversification reduces risk when correlation is less than +1. b)

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Question 33 (2.5 points) Which of the following statements about correlation is least accurate? a) Diversification reduces risk when correlation is less than +1. b) If correlation coefficient is 0, a zero variance portfolio can be constructed. O c ) The lower the correlation coefficient, the greater the potential benefits from diversification

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