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Which of the following is a correct description of how the returns on assets co-move? O A. Positive and negative deviations between assets at dissimilar

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Which of the following is a correct description of how the returns on assets co-move? O A. Positive and negative deviations between assets at dissimilar times give a negative covariance. O B. Positive and negative deviations between assets at similar times give a negative covariance. O C. Positive and negative deviations between assets at dissimilar times give a positive covariance. O D. Positive and negative deviations between assets give a zero covariance

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