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When would a portfolio's variance be equal to the weighted average of the variances of the assets in the portfolio? A.Only when the portfolio is

When would a portfolio's variance be equal to the weighted average of the variances of the assets in the portfolio?A.Only when the portfolio is very well diversified.

B.Only when the portfolio's asset returns are perfectly positively correlated.

C.Never- the portfolio variance is always less than the weighted average of variances of the assets within the portfolio.

D.Only when markets are strong-form efficient.

E.Only when each asset is given equal weight in the portfolio.

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