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QUESTION 6 As the number of assets in a portfolio increases, the variance of the portfolio returns will tend towards O A. The average component

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QUESTION 6 As the number of assets in a portfolio increases, the variance of the portfolio returns will tend towards O A. The average component asset standard deviation O B. The average component asset variance. O C. The average covariance between pairwise combinations of the assets. O D. The average correlation between pairwise combinations of the assets

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