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QUESTION 8 If equal wealth is invested in stocks X and Y in a portfolio and the correlation coefficient is-1.0, then theoretically, the portfolio will
QUESTION 8 If equal wealth is invested in stocks X and Y in a portfolio and the correlation coefficient is-1.0, then theoretically, the portfolio will have a negative return the portfolio will have zero risk the portfolio will lose 1% of its value o the portfolio will not exhibit any diversification of risk
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