Question Completion Status: Moving to the next question prevents changes to this answer. Question 3 of 20 Question 3 5 points Save Answer An Investor is investing 100% of his money between only two Assets, A. and B. The returns of A and have a negative covariance with one another. Based on this, the volatility of asset A plus volatility of asset will be: A the same as the volatility of a portfolio that is allocated 50/50 between A and B. B. more than the volatility of a portfolio that is allocated 50/50 between A and B. OC less than the volatility of a portfolio that is allocated 50/50 between A and B, D. there is not enough information here to provide a definite answer. Instead, answer choices A B and C above depend on information not provided within the question. Moving to the next question prevents changes to this answer Question 3 of 20