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SECTION 2: SHORT ANSWER YOU MUST SHOW WORK TO RECEIVE CREDITII 1. The maximum diversification benefits will be achieved if asset returns are perfectly positively

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SECTION 2: SHORT ANSWER YOU MUST SHOW WORK TO RECEIVE CREDITII 1. "The maximum diversification benefits will be achieved if asset returns are perfectly positively correlated." Explain whether you agree or disagree with this statement. (6 points)

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