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The volatility of Home Depot share prices is 30% and that of General Motors shares is 30%. When I hold both stocks in my portfolio

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The volatility of Home Depot share prices is 30% and that of General Motors shares is 30%. When I hold both stocks in my portfolio with an equal amount in each, and the stocks retums have a correlation of minus 1, the overall volatility of returns of the portfolio is A. zero B. more than 30% C. equal to 60% D. unchanged at 30%

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