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Which of the following securities could NOT have any benefits for diversification with your investment portfolio? A. Alpha Company stock that has a correlation coefficient

Which of the following securities could NOT have any benefits for diversification with your investment portfolio?

A. Alpha Company stock that has a correlation coefficient of 0.25 with your portfolio

B. Beta Company stock that has a correlation coefficient of 0.50 with your portfolio

C. Treasury bills with a correlation coefficient of 0.0 with your portfolio

D. All of these choices would reduce risk for your portfolio and therefore show at least some benefit to diversification.

Please explain WHY

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