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Which can be true for diversified portfolios with more than one asset? A ) The correlation coefficient between the returns on two assets will always

Which can be true for diversified portfolios with more than one asset?
A)The correlation coefficient between the returns on two assets will always have a value between 0 and
+1.
B)If the correlation is negative: returns tend to have opposite signs.
C)If the correlation is positive: the return on one asset is positive and the return on the other asset
tends to be negative.
D)For a correlation of +1, the returns on the assets are not correlated.
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