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The correlation coefficient between the market return and the return of a risk-free asset would a.be +infinity b. be -1

The correlation coefficient between the market return and the return of a risk-free asset would
 

a.be +infinity

 

 

b.

be -1

 

 

c.

be +1

 

 

d.

be zero

 

 

e.

be -infinity

 

 

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