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Question 5 2 pts Which of the pairs of assets on the below correlation matrix would give you the highest portfolio standard deviation, assuming all

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Question 5 2 pts Which of the pairs of assets on the below correlation matrix would give you the highest portfolio standard deviation, assuming all three stocks have the same standard deviation? ABC DEF GHI ABC 1 DEF 0.78 1 GHI 0.45 0.22 1 GHI and DEF O ABC and DEF O ABC and GHI Not enough information to answer the

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