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The portfolio with the highest volatility has the worst correlation coefficient for diversification (in other words, the highest vol portfolio also has the most positive
The portfolio with the highest volatility has the worst correlation coefficient for diversification (in other words, the highest vol portfolio also has the most positive correlation coefficient). True? or False?
Is the lowest risk portfolio also the portfolio with the most diversification? In other words is the lowest risk portfolio also the most zero to negative correlation coefficient pair. True ? or False?
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