Question
Risk reduction in a portfolio depends on the correlation of the assets in the portfolio. Discuss (briefly) the effects of adding assets to securities with
Risk reduction in a portfolio depends on the correlation of the assets in the portfolio. Discuss (briefly) the effects of adding assets to securities with a correlation of +1 to a portfolio; and the effects of adding assets to a portfolio with a correlation of -1?
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Parimutuel Applications In Finance New Markets For New Risks
Authors: Ken Baron, Jeffrey Lange
1st Edition
1403939500, 9781403939500
