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Which of the following statements is false? We say a portfolio is long for those stocks that have negative portfolio weights. The efficient portfolios are
Which of the following statements is false? We say a portfolio is long for those stocks that have negative portfolio weights. The efficient portfolios are those portfolios offering the highest possible expected return for a given level of volatility. When two stocks are perfectly negatively correlated, it becomes possible to hold a portfolio that bears absolutely no risk. The lower the correlation of the securities in a portfolio, the lower the volatility we can obtain. None of the above
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