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Which of the following portfolios is NOT logically possible? Select one: a. A portfolio containing two assets which have a correlation coefficient with each other
Which of the following portfolios is NOT logically possible?
Select one:
a.
A portfolio containing two assets which have a correlation coefficient with each other of +1.
b.
A portfolio containing three assets which have correlation coefficients with each other of +1.
c.
A portfolio containing three assets which have correlation coefficients with each other of -1.
d.
A portfolio containing two assets which have a correlation coefficient with each other of -1.
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