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Which of the following statements is correct? Choose all that are correct. The correlation coefficient ranges from 0 to 1. If the correlation coefficient of

Which of the following statements is correct? Choose all that are correct.

The correlation coefficient ranges from 0 to 1.

If the correlation coefficient of two assets is -1, you can construct a zero-risk portfolio just like Treasury bonds.

If the correlation coefficient of two assets is 0, you can construct a portfolio that is risk-free.

If the correlation coefficient of two assets is 1, you cannot expect any diversification effects.

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