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When considering portfolio risk reduction by diversification the most risk reduction can be achieved when returns on assets in the portfolio have zero correlation the
When considering portfolio risk reduction by diversification
the most risk reduction can be achieved when returns on assets in the portfolio have zero correlation
the most risk reduction can be achieved when returns on assets in the portfolio are highly positively correlated.
the most risk reduction can be achieved when correlations between asset returns are at least 2.
the most risk reduction can be achieved when returns on assets in the portfolio are highly negatively correlated.
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