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Which of the following statements are true? Choose all that apply. The covariance of any asset with the risk-free asset is zero. Correlation(A,B) = 0

Which of the following statements are true? Choose all that apply.

The covariance of any asset with the risk-free asset is zero.

Correlation(A,B) = 0 if and only if either Variance(A) = 0 or Variance(B) = 0.

Correlation(A,B) = 1 if and only if either Variance(A) < 0 or Variance(B) < 0.

Correlation(A,B) = +1 if and only if Variance(A) = Variance(B).

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